Quantitative Analyst- Associate level

1 week ago


Montreal, Quebec, Canada Crédit Agricole CIB Full time

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

Quantitative Analyst- Associate level

Contract type

Permanent Contract

Management position

No

Job 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

Position location

Geographical area

America, Canada

City

Montreal

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Level of minimal experience

3-5 years

Experience

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



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