Permanent Contract

Quantitative Analyst

Modified on 22/04/2024

  • Montreal - Canada
  • Risk Management / Control
  • 2024-88958

Job description

Duties:
- Articulate complex concepts & findings, highlight narratives accounting for diverse senior management via emails, meetings or at different committee meetings
- Present data & validation results in a compelling manner to support decisions to respective committees
- Prepare part/whole deck, memos, slides etc. to be used at respective committees
- Employ advanced statistical & mathematical techniques in validation activities with proficiency
- Develop & implement comprehensive testing framework based on SR11-7 and other regulatory guidelines
- Identify limitations & devise controls to mitigate any associated inherent model risk
- Validate complex models covered including but not limited to Pricing, VaR, Compliance, Market & Liquidity risk
- Review and close findings on models in line with regulatory requirements
- Maintain detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC)
- Conduct risk assessment testing & discussions with relevant stakeholders

    • Minimum level of study
    • Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
    • Training / Specialization
    • Minimum Master’s Degree in STEM sciences (Finance OR Economics OR Statistics OR Mathematics)
      Minimum 3 years of relevant experience in model validation/model development and quantitative finance
    • Minimum experience level
    • 3-5 years
    • Compétences recherchées
    • Knowledge of programming languages (Python, R, SAS)
      Project management skills and experience
      Excellent communication and interpersonal skills, with the ability to form effective working relationships
      Ability to deliver high quality reports, presentations

  • 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
Crédit Agricole CIB

Crédit Agricole CIB

Quantitative Analyst

Published the 22/04/2024

Permanent Contract
  • Montreal - Canada
  • Risk Management / Control
  • 2024-88958

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