Senior Quantitative Advisor

• Managing the validation process for the pricing models and valuation framework used in the US and their adequacy within the SG US scope in compliance with SG US Model Risk Management Policy and Framework
• Managing the validation process for the liquidity models used in the US and their adequacy within the SG CUSO scope
• Representing the 2nd LOD for pricing and liquidity models within SG US model risk management framework in front of the team partners (MARK, DFIN, MRM, LRM and other teams), Internal Audit and regulators.
• Masters globally the Group's stakes and RISQ Strategy as well as the activities of other departments and is able to encapsulate the operational Roadmap into a consistent storytelling to boost the team's commitment.
• Cascades impactful messages and checks the team's adhesion. Grows and supports staff members
• Rolls out / explains the risk culture and checks staff comply with it in their daily activity.
• Ensures team members have the necessary knowledge to operate with autonomy while being aware of risks.
• Stands by their point of view with his managers and endorses the Group's decisions vis-a-vis team. Abides by the rules and the framework and guarantees compliance within the scope.
• Sees to cost monitoring
• Establishes a culture of responsibility, trust and exemplarity and abides by them in one's daily demeanor communicates clearly on expected behaviors & targets (ESG, work life balance, speak up, inclusion).
• Checks well being of the staff, sees to granting autonomy, and raises alerts
• Fosters open mindedness and innovation: stimulates open debate, supports new ideas, cascades actions and follows dedicated KPIs remain stakes : ESG, Diversity & Inclusion,
• Data Maturity & IS, C&C. Markets achievements

Division Description:

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.  The department oversees the enterprise, strategic, credit, market, liquidity, operational, model, and other risks of the corporate and investment banking business activities.

The SGUS Risks on Model Risk Management (MRM) is organized under the authority of the US Chief Risk Officer ("CRO"). It constitutes the primary independent risk management function (second line of defense "2nd LOD") for all the models used in AMER, including market and structural activities and ensures the continuous and independent oversight of risks generated on a large range of the SGUS businesses under both normal and stressed conditions. 

Within the RISQ/AME/MRM Department, this position reports to Head of MRM and is the 2nd LOD team in charge of model validationfor capital market products valuation/pricing models and liquidity modelsused in AMER. The team carries out this mission under the guidance and the policies established by the SGUS Model Risk Management team (RISQ/AME/MRM) which is framing model risks for SGUS, and in good coordination with central risk teams (RISQ/MRM, RISQ/RMA and RISQ/ALM) to guarantee the consistency with principles prevailing at Group level.

Skills and Qualifications:

Must Have: 

• 10 years of experienced working in major/large banks working with Valuation, Pricing, Liquidity and/or Risk models
• Proficient in Python and/or C  
• Hands-on and detail-oriented, good communication skills
• Management experience
• PhD or master's in quantitative field