Quantitative Advisor - Montreal, Quebec

Only for registered members Montreal, Quebec, Canada

2 weeks ago

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Job summary

The Quantitative Advisor will be responsible for reviewing first line-of-defense modeling proposals in Liquidity and Structural Risk Models. They will assess model soundness, implementation, usage, ongoing monitoring of models carried out by the first line of defense.

Responsibilities

  • Perform direct validation of local models developed and used within SG Americas:
    • Conceptual Soundness: Evaluate soundness of model choices
    • Model Use: Review and confirm that identified usages align with intended purpose
    • Model Implementation: Perform independent tests on model (statistical tests)
    • Ongoing Monitoring Outcome Analysis Assess mechanisms for ongoing model performance monitoring issue identification risk management ensure effective oversight policy compliance.

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