Type de contrat :
Permanent Contract

Quantitative Analyst

Modified on 24/02/2026

  • Lieu : MONTREAL - Canada
  • Secteur : Risk Management / Control
  • Numéro de l'offre : 2026-109238

Job description

Crédit Agricole CIB (CA-CIB) Canada is the home of Crédit Agricole CIB Canada Branch and Crédit Agricole Services & Operations.

 

The Canada Branch has offices in Montreal and Toronto providing financial services to Canadian Financial Institutions, Banks, Pension Funds & SSA and to large Canadian headquartered international corporations.

 

Crédit Agricole Services & Operations is hosting a part of all Crédit Agricole CIB’s support functions, from KYC, Back Offices, Risk, IT, Legal or Finance supporting our growing operations in the Americas and complementing our European and Asian operations platforms in a “follow the sun” approach.

 

When you join CA-CIB Canada, you are joining a certified Great Place to Work employer, and a highly engaged workforce.

 

Position Summary:

 

In charge of validating the pricing models for Cross Assets products and calculating XVAs in the Market Risk Analytics (MRA) model validation team.

 

Key Responsibilities :

 

The objective of this position is to validate the pricing models for the Cross Assets products and the calculation of XVA, he reports to the MCR/MMRW/MRA manager in charge of the validation of Cross Assets, Credit and XVA products. His role covers the entire validation of the pricing models used to price Cross Assets products as well as the calculation of XVAs that can integrate multiple model components on different risk classes (Indices and Equities, interest rates, FX, Credit, etc.).

 

Primary Responsibilities:

  • In charge of validating pricing models for Cross Assets and XVA products in accordance with the model validation procedure.
  • He/she will ensure communication with all clients of the MRA model validation team (FO Quants, Traders, Risk Manager) and follow the validation schedule in accordance with the objectives of the XVA/Cross Assets and cross-functional product activities and other risk requirements, such as the Annual Review, the Activity Report or any other risk requirements.
  • He will ensure the development of the internal pricing library of the model validation team (VLib) in accordance with the internal governance of the library.
  • He will ensure the homogeneity of validation requirements between product lines and share all knowledge.

 

Additional responsibilities:

  • Active monitoring of NAP and CSTC processes within the scope of responsibility;
  • Ensure application and compliance with the CACIB and CA Group model governance;
  • Ensure regular communication with other MCR stakeholders; Support the market risk management teams of these cross-asset and cross-functional product lines for all quantitative aspects

 

Télétravail : hybrid

Complément

Legal and regulatory responsibilities:
Comply with legal obligations, regulations and compliance issued by the group;
Maintain up-to-date knowledge to ensure you are qualified for the position. Complete mandatory training in order to achieve and maintain the required competencies.
Management and reporting:
Hierarchical Reporting: Christophe Santune, Director, CASO Montreal – Head of CASO Risks
Functional reporting and reporting: Benoit Rodriguez, CACIB Paris – RPC MCR MRA

Key internal contacts:
Front Office Trading
Front Office Quantitative Research Team
Risk managers of the respective business lines
IT

Key external contacts:
Statutory Auditors / General Inspection / Regulator when necessary

  • Position with management
    No
    Minimum level of study
    Bachelor Degree / BSc Degree or equivalent
    Training / Specialization
    Master's degree in quantitative finance
    • Minimum 3 years of experience in a similar field
    • Excellent knowledge of financial mathematics
    Minimum experience level
    3-5 years
    Skills needed
    • Ability to manage projects on time
    • Analytical and synthesis skills
    • Rigor and organizational skills
    • Sense of result and priorities
    • Autonomy
    • Ability to cooperate / Transversality
    • Expertise on financial instruments and market products: pricing, understanding and measurement of risks,
    • Very good knowledge of the financial markets and regulatory aspects / requirements in market risk
    • Interpersonal skills and diplomatic skills
    • Verbal and written communication skills in English and French required (You will need to service Anglophone clients and work with Anglophone colleagues)
    Languages
    English

  • About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group, the 10th largest banking group in the world *. We support major companies and financial institutions in their development and the financing of their projects. As pioneers in responsible finance, social and environmental commitments are at the heart of our activities. Joining our teams means working in a multicultural environment, both dynamic and stimulating, where you will contribute to developing a sustainable economy. We support employees throughout their journey: you will develop your skills and access various mobility opportunities among the diversity of our businesses in more than 30 international locations. Our culture is built on collaboration, innovation and openness, where everyone is valued and empowered. By working every day in the interest of society, Crédit Agricole CIB aligns with the Group values committed to diversity and inclusion and placing people at the heart of all its transformations. All our jobs are open to people with disabilities. We welcome applications from candidates of all backgrounds and experiences. Ready to take part in our mission ? *By balance sheet size - The Banker, Juillet 2025

Crédit Agricole CIB

Crédit Agricole CIB

Quantitative Analyst

Published the 24/02/2026

Type de contrat :
Permanent Contract
  • MONTREAL - Canada
  • Risk Management / Control
  • 2026-109238
Join
-us

Our benefits

Your commitment to society

We support various causes through our solidarity initiatives and charitable activities.

Our employees actively participate in these programmes and making a meaningful difference in our communities.

Your professional development

We support employees throughout their career journey. You will have opportunities to develop your skills through diverse training programmes tailored to your role and goals.

You will have access to various mobility opportunities across our diverse businesses and 30+ locations.

Your work environment

Employees of Crédit Agricole CIB entities may work remotely if their role is eligible. The number of remote working days varies by country.

Many of our employees have moved into new workspaces designed to increase flexibility and foster collaboration.

Your employee benefits

As a responsible employer, Crédit Agricole CIB provides, where applicable, salary continuation and insurance coverage for employees in the event of major life circumstances such as illness, workplace accidents, disability.

With a strong commitment to parenthood, we are committed to supporting employees through parenthood with paid maternity and paternity leave.

Your compensation

Your compensation may comprise fixed & variable components based on your responsibilities, skills & performance.

Depending on your country, you may be offered the opportunity to participate in Crédit Agricole Group’s capital increases

Your onboarding

The « Welcome on board » programme will give you a chance to discover Crédit Agricole CIB’s organisation, teams, and discover Bank’s business culture. You will be invited by HR team to a welcome session within 3 months of arrival.

These offers may interest you!