Elevate your career with Societe Generale as a Quantitative Advisor focused on Model Validation. This role emphasizes credit risk modeling while ensuring compliance with regulatory frameworks like SR 26-2.As a key part of the Model Risk Management team, you will provide independent validation of internal models used across SG Americas. Your responsibilities will include rigorous model testing, documentation, and collaboration with risk owners. In this setting, your skills in statistical methods and programming are essential for verifying model accuracy and soundness.Key Responsibilities:Validate local and global models developed within SG AmericasAssess model design, implementation,



and conceptual soundnessMonitor ongoing performance and recommend improvementsPrepare validation reports for senior management and committeesCollaborate closely with the Group model validation teamRequirements:MS in Finance/Engineering or similar field preferredMinimum 3 years of experience in finance, especially risk managementProficiency in Python, R, or similar programming languagesStrong skills in data analysis and communicationKnowledge of banking products and market risksUtilize your expertise in quantitative risk management to safeguard models at Societe Generale.

📌 Quantitative Advisor For Model Validation (Montreal)
🏢 SGS Société Générale de Surveillance
📍 Montreal