Sr. Quantitative Advisor ( Model Portfolio Management)

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, together with the first line-of-defense, the best possible outcome for the bank.

ABOUT THE JOB :

The Model Risk Management (MRM) team embedded within the Risk Management function in SG CIB oversees model risk management. MRM is responsible for the second line of defense for model risk and supervises the model risk management function for the SG Americas regions (US, Canada, and Latin America).

In detail, MRM’s main tasks are :

• The design of the SG Americas model risk management system, as well as its consistency, integrity, and compliance with regulatory provisions.
• The independent review of internal models within its scope.
• Managing the model approval process within its scope.
• Monitoring of the models’ performance, effectiveness of the MRM framework, and the model business environment on ongoing basis, and risk management of the model portfolio, ensuring adherence to regulatory requirements.

As a Sr. Quantitative Advisor, you will be pivotal in driving the consistent application of the Model Risk framework for Societe Generale’s Americas division, covering a diverse range of model families. Reporting directly to the Senior Management of Model Risks’ Governance and model portfolio management team, you’ll take the lead on managing and maintaining the AMER Model Inventory and the Model Risk Management platform (GRC Platform) — the core system that underpins inventory tracking and model governance across the region.

This role demands a deep understanding of the model lifecycle. You’ll be working closely with cross functional teams, including model validators (Paris and NY office), model developers, business stakeholders, IT, auditors with exposure to a variety of models across the business and support functions, including market risk, credit and counterparty risk, compliance, trading algorithms, and investment strategies.

What will be your DAY-TO-DAY?

In collaboration with the Team Manager you will :

Profile required

Skills and Qualifications

Languages

Ability to communicate in English, both verbally and in writing, is a requirement as the person in this position will need to collaborate regularly with colleagues and partners in the United States.

Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.

Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate.

Our Diversity & Inclusion Mission : Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.

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