Quantitative Advisor - Model Risk Management
@ Societe Generale

Montreal, QC
$120,000
On Site
Full Time
Posted 24 days ago

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Job Details

About the Role

The Quantitative Advisor - Model Risk Management at Societe Generale will join the Global Markets Division within the Corporate & Investment Banking sector. Based in Montreal, you will be part of the R&D group that develops, implements, and maintains analytics, pricing, and risk-management tools. Reporting directly to the local Head, you will focus on Model Risk Management topics in line with SR 11-7 regulation requirements.

Responsibilities

  • Monitor pricing and margining models for the AMER branch.
  • Improve monitoring methodologies for accuracy and efficiency.
  • Implement innovative solutions and best practices.
  • Participate in SIMM model oversight and other risk metrics.
  • Collaborate with global stakeholders to design expertise-driven solutions.
  • Contribute to precise documentation and model certification.
  • Ensure compliance with internal standards and regulatory requirements.

Required Skills and Qualifications

Candidates must have at least 2+ years experience in a similar role with a strong quantitative background. Proficiency in Python, R, and C++/C# is required. A Master’s degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field is necessary. Excellent analytical, communication, and interpersonal skills are essential. Fluency in French and English is mandatory.

Benefits and Culture at Societe Generale

Enjoy competitive compensation and benefits including generous vacation and personal days, health and personal spending accounts, sponsored virtual healthcare, and strong support for continuous learning. Societe Generale fosters an inclusive culture built on commitment, responsibility, team spirit, and innovation, while promoting diversity and inclusion in the workplace.

How the Role Fits In

This position supports the firm’s advanced model risk management strategy by ensuring robust controls and compliance across quantitative models, making a direct impact on risk management in the Global Markets Division.

Key Skills/Competency

Quantitative, Risk, Model, Analytics, Pricing, Compliance, Innovation, Collaboration, Python, Documentation

How to Get Hired at Societe Generale

🎯 Tips for Getting Hired

  • Research Societe Generale's culture: Study their mission, values, and recent news.
  • Customize your resume: Tailor experience to quantitative risk management.
  • Highlight technical skills: Emphasize Python, R, and C++ proficiency.
  • Prepare for interviews: Practice explaining model risk scenarios.
  • Show regulatory awareness: Understand SR 11-7 compliance.

📝 Interview Preparation Advice

Technical Preparation

Review pricing model algorithms.
Practice coding in Python and R.
Study regulatory compliance details.
Brush up on risk metric calculations.

Behavioral Questions

Describe a time you solved a technical challenge.
Explain handling cross-functional team disagreements.
How do you manage strict deadlines?
Discuss adapting to regulatory changes.

Frequently Asked Questions