Quantitative Analyst

2 months ago


Montréal, Canada Crédit Agricole CIB Full time

**Description du poste**:

- Duties:
- 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
- Niveau d'étude minimum
- Bac + 5 / M2 et plus
- Formation / Spécialisation
- 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
- Niveau d'expérience minimum
- 3 - 5 ans
- 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
- **Entreprise Crédit Agricole CIB**:


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