Quantitative Advisor - Model Risk Management(Validation, Market, Algorithm Trading& CCR)

ABOUT THE JOB:The Risk Management Department contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department’s mission is to independently analyze, assess, manage, and monitor risk-taking activities with the objective of achieving the best possible outcome for the bank.Model Risk Management (MRM) team oversees model risk management for the SG America regions. MRM notably oversees SG America’s governance for model risk and conducts independent reviews of the models in its scope.Responsibilities:Design and ensure the consistency, integrity, and compliance of the model risk management system.Conduct independent reviews of internal models.Manage the model approval process.Monitor models’ performance and effectiveness of the MRM framework.The Quantitative Advisor will participate in the development and maintenance of the continuous model monitoring (CMM) framework. He/she will work closely with cross-functional teams, including model validators, developers, business stakeholders, and IT.DAY-TO-DAY:Conduct independent model reviews by assessing model conceptual soundness, verifying data input quality, and analyzing model output.Draft detailed validation reports and communicate findings to stakeholders.Maintain positive relationships and continuous communication with model and business stakeholders.Skills and Qualifications:Education: Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, or Statistics.Experience: Minimum 3 years in model development, validation, or a front-office quant role.Technical Proficiency: Strong programming skills in Python, R, C++, or similar.Data Management: Experience working with large datasets.Communication: Excellent written and verbal communication skills.Model Risk: Familiarity with model risk management practices and regulatory requirements.Languages: French and English.Due to US Federal Securities law, candidates will be required to submit to an enhanced background screening.OUR BENEFITS:Minimum of 20 Vacation days + 4 personal days.Health spending and personal spending accounts.OUR CULTURE:At Societe Generale, we live by our core values of commitment, responsibility, team spirit, and innovation.HYBRID WORK ENVIRONMENT:Societe Generale offers a hybrid work arrangement that promotes interaction and collaboration with colleagues. #J-18808-Ljbffr