02 Sep
|
SGS Société Générale de Surveillance
|
Montreal
02 Sep
SGS Société Générale de Surveillance
Montreal
Join Societe Generale as a Model Validator, contributing to model risk management in the Americas region. Focus on validating credit risk models to ensure regulatory compliance throughout their lifecycle. In this pivotal role within the Model Risk Management team, you will assess the robustness and accuracy of both local and global models.
Your responsibilities encompass direct validation efforts, rigorous testing, and collaboration with various stakeholders. Effective communication of findings is crucial for senior management and validation committees. Key Responsibilities:
- Perform independent validation of financial models and their assumptions
- Conduct statistical and benchmarking tests on model implementations
- Oversee ongoing performance monitoring for regulatory adherence
- Document validation results and communicate findings
- Liaise with first and third lines of defense, including audits
Requirements:
- Master’s degree in Finance, Engineering, or related fields
- At least 3 years of experience in financial risk or model validation
- Strong analytical and programming skills in R, Python, or SAS
- Effective communication and stakeholder management abilities
- Understanding of risk management methodologies and practices
Leverage your analytical expertise in model validation within a agile team at Societe Generale.
📌 Model Validator at Societe Generale (Montreal)
🏢 SGS Société Générale de Surveillance
📍 Montreal