Quantitative Modeling Expert at SG

Take on a dynamic role as a Quantitative Modeling Expert with Societe Generale in Montreal. Focus on model risk management and improving quantitative model accuracy. As part of the Global Markets Division, you will be responsible for the oversight of pricing models, enhancing existing methodologies, and collaborating with stakeholders. Your expertise in risk metrics will support model certification and ensure compliance with regulatory standards. You’ll play a pivotal role in documenting the models thoroughly to maintain operational integrity. Key Responsibilities:

• Accurately monitor pricing models for risks
• Improve and streamline existing monitoring processes
• Implement solutions addressing quantitative recommendations
• Support model documentation and compliance efforts

Requirements:

• 2+ years in quantitative model roles
• In-depth knowledge of pricing and risk models
• Programming skills in Python, R, C++/C#
• Master’s degree in a relevant discipline
• Fluent in English and French

Leverage your quantitative expertise to enhance model risk management at Societe Generale. #J-18808-Ljbffr