Quantitative Advisor (Liquidity Model Validation)

Quantitative Advisor (Liquidity Model Validation)

Join as a Quantitative Advisor (Liquidity Model Validation) at Societe Generale.

Responsibilities

• Independent assessment and verification of liquidity and structural risk models.
• Collaborate with risk owners and first‑line teams to conduct rigorous model testing and documentation.
• Prepare validation reports and communicate findings to senior management and validation committees.
• Perform ongoing monitoring of model performance and risk management.
• Review and assess validations performed by Group‑level 2LoD in compliance with SR 11‑7 standards.
• Engage with the Liquidity Risk Officer, finance, treasury, IT, front office, and audit functions.

Qualifications

• Strong background in quantitative risk management with expertise in liquidity risk and interest‑rate risk modeling.
• Experience in validating financial model...