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Intern Model Risk Management - Summer

Company not shown
Canada  Montreal, Canada
Internship, Management, English, French

Job Description:

4 month internship starting in May 2022
(COMPANY NAME) Corporate & Investment Banking (SGCIB) is the top investment bank in the European Economic Area and is present in more than 75 countries around the world.
Model Risk Management (MRM) team embedded within the Risk Management function in SG CIB is responsible for independent validation of models used in SG America regions (US, Canada and Latin America). The team consists of a diversity of talents led by the head of MRM who is active in both industry and academic forums. Training, entrepreneurial spirit, and professional development are encouraged in this growing, dynamic team. The team is based on New York and expands it to Montreal Canada.
We are looking for an enthusiastic intern to join our team in Montreal office for Research & Development division in Model Risk Management as a Quantitative Analyst in 2021.
Tasks and Responsibilities
This individual will have the opportunity to participate on many challenging projects. The work area will be primarily to provide quantitative analysis on cutting-edge research topics on many types of models or ad-hoc analysis to a specific issue. This individual will use statistical technique and/or data science (ML/AI) to tackle solutions for financial models. A variety of models are in the scope of the research projects, including but not limited to Credit risk, Market risk, Compliance, ESG Risk, etc

Candidate Requirements:

Education and skills
- You are enrolled in a master's or Phd program in finance, economics, statistics, mathematics or other quantitative field;
- You have a strong knowledge of risk management (particularly credit risk) with an acumen for the financial environment;
- You have a strong background in statistics/econometrics and data science;
- You must have programming skills in at least one of the following languages: Python, R, SAS, Matlab;
- You have strong analytical and critical thinking skills;
- You have strong verbal and written communication skills;
- You are willing to be challenged and creative;
- You are a team player with a strong sense of ownership and responsibility;
- You are bilingual in English and French.
- Experience in research projects is an asset

Source: Company website
Posted on: 24 Nov 2021
Type of job: Internship
Industry: Banking / Finance
Job duration: 4 months
Languages: English, French
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