Quantitative Analyst

3 weeks ago


Montréal QC, Canada Crédit Agricole Group Full time

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

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