Type de contrat :
Permanent Contract

Quantitative Analyst- VP

Modified on 20/09/2024

  • Lieu : Montreal - Canada
  • Secteur : Risk Management / Control
  • Numéro de l'offre : 2024-89883

Job description

Summary

 

- Responsible for the validation of pricing model used by product Lines

- Implementation of alternative pricing model

- Study of model risk

- Contribution to the design, specifications and implementation of the reserves methodologies for the model risk

- Involvement in all products / new activities

- Provide quantitative support to the risk management for all quantitative issues on P&L, sensitivities, VaR etc..

- In charge of some IPV processes in relation with HO in Paris

 

#LI-DNI

  • Position with management
    No
    Minimum level of study
    Bachelor Degree / BSc Degree or equivalent
    Minimum experience level
    6-10 years
    Require skills
    Good level in mathematics and especially probability theory, stochastic processes, statistics, partial differential equations and numerical methods
    - Good understanding of option pricing theory ( i/e quantitative models for pricing and hedging derivatives)
    - Strong analytical and problem solving abilities
    - C/C++ programming
    - Team work oriented
    Languages
    English, French
  • About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022). 8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients. For more information, please visit www.ca-cib.com Twitter: https://twitter.com/ca_cib LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/ By working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.

Crédit Agricole CIB

Crédit Agricole CIB

Quantitative Analyst- VP

Published the 27/05/2024

Type de contrat :
Permanent Contract
  • Montreal - Canada
  • Risk Management / Control
  • 2024-89883

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