Machine Learning Engineer

Permanent contract|Montreal|Compliance

Machine Learning Engineer

Montreal, Canada Permanent contract Compliance



What are you applying for?

As a business partner and a second line of defense, the company’s Americas Compliance Department contributes fully to the positive impact that Société Générale wishes to have on the transformation of our societies. Therefore, preventing market misconduct, managing tax transparency, combating money laundering and the financing of terrorism and corruption are all tasks that fall within the scope of compliance and contribute to the positive transformation of our economies.

Within a robust governance and risk management framework the Compliance Department provides expertise in Business Advisory, Financial Crime prevention, Banking, Securities and other applicable regulations, communications and trade surveillance, Second Line testing and monitoring and compliance risk assessment. As part of a global financial institution providing services across the globe, we also cooperate closely on a daily basis with our Head-Office and global affiliates to ensure compliance with the regulations in the countries where we operate and to address cross-border regulatory matters.


About our Compliance Digital Transformation Office (DTO) team:

Our team is responsible for leading the innovation and digital transformation of the various models, systems, and processes used by the US Compliance department. That includes a focus on Data Analytics and ModelingTechnology Transformation, Delivery & Governance, and the development of Business Solutions to enhance and automate Compliance processes.

By joining this team, you will lead the build and enhancement of our financial crime prevention models on client risk and transaction monitoring. As our capability in this domain grows, we, together, will seek to implement models on other matters, such as for instance, market and electronic communication surveillance.

What will be your day-to-day?

In this role and in close collaboration with modeling teams in Head-Office and other area of the Bank, you will oversee the following missions:

  • Identifying opportunities to improve processes and procedures used by the various teams in Compliance through machine learning (ML), Deep Learning and Natural Language Processing (NLP) including instances where manual processes can be automated
  • Model development of various Financial Crime Compliance models, including the transaction monitoring surveillance models, risk model and client risk rating models
  • Conducting data analysis for tuning and optimization of various models and tools within Compliance, including the AML transaction monitoring system, the Sanctions filtering system and the negative news search tools
  • Perform Data Quality checks, assess sanity of data sources and implement efficient ETL process
  • Collaborating with the modelling team and with all stakeholders to document, monitor, present results and simulations, and facilitate the validation processes of Compliance & Risk models (Model Risk)
  • Ensuring proper implementation of the validated models, and seamless support and cross-knowledge within the team
  • Successfully use advanced predictive models and analytics to derive insights from data to implement business strategy and automation
  • Develop A/B testing framework to test Model quality and implement processes that monitor model performance in Production
  • Author detailed model documentation for Regulatory audit and Model validation

Profile required

What does it take to get the job?

The qualifications:

  • You have at least 5 years of experience using machine learning, performing data mining and statistical modeling techniques Classification, Clustering, Regression, Parameter Tuning, Dimensionality Reduction, Time Series Analysis, Drift Detection methods.
  • You have experience in models like Decision Trees, Random Forest Trees, SVM, Neural Networks and methods used in Hyper Parameter Tuning, Feature Selection, Ensembling, Bagging and Boosting
  • You have experience in data visualization using Excel, Tableau, Plotly, Matplotlib, Seaborn, Bokeh and ggplots
  • You have good experience in software engineering, development, packaging, implementation and supporting applications
  • You have working experience with source control tools like BitBucket, Git and Collaboration tools like SharePoint, Slack
  • You have a relevant degree in a data science, computer science or related field
  • You possess good data engineering skills (Python, R, SQL, SAS, Big Data, Tableau/Power BI)
  • You have strong research, presentation and analytical skills
  • You have the ability to balance multiple priorities in a fast moving and demanding environment
  • You have excellent written and verbal communication skills, especially with regards to communicating highly technical information for non-technical audiences
  • You are comfortable working in a highly diverse team
  • Bonus skills:

  • Experience on Compliance, risk related models

Why join us

It is with a long-term approach that we are engaging with the world as it is today: a world in which economic development goes hand-in-hand with environmental and social progress.

As a result, we made Team spirit a central value at Societe Generale Canada. We work together to be able to offer each employee the tailored approach they require to grow.

As soon as you arrive, you will be integrated into our teams and will learn every day alongside experts, who will support you in your task.

Get ready to join an innovative company where you can bring your full self to work and evolve with forward-thinking individuals to build the bank of tomorrow!

Business insight

About us

Expanding its activities in Montreal, Société Générale Group is a large multinational bank that counts 130 000 employees located in more than 60 countries around the globe.

At Société Générale, reimagining green IT impact with our focus on sustainable movement is how we interpret our mission as responsible bankers.

Société Générale has positioned itself as a frontrunner in supporting the energy transition and carbon net zero financing.

People are the drivers of change and the world of tomorrow will be shaped by our collective creativity, combined experiences, and diversity of opinions, so that together we can have a positive impact on the future!

Teamwork and collaboration are something that we don't only talk about but that we embody through our work and global initiatives.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 22000LSL
Starting date: 2022/08/29
Publication date: 2022/07/26