Risk Management Specialist

6 days ago


Montreal, Quebec, Canada Crédit Agricole SA Full time
Job Summary

We are seeking a highly skilled Risk Management Specialist to join our team at Crédit Agricole SA. As a Risk Management Specialist, you will be responsible for the validation of pricing models used by product lines, implementation of alternative pricing models, and study of model risk.

Key Responsibilities
  1. Validate pricing models used by product lines to ensure accuracy and reliability.
  2. Implement alternative pricing models to improve risk management and reduce potential losses.
  3. Conduct thorough analysis of model risk to identify potential vulnerabilities and develop strategies to mitigate them.
  4. Collaborate with cross-functional teams to design, specify, and implement reserves methodologies for model risk.
  5. Stay up-to-date with industry trends and developments in risk management and quantitative modeling.
Requirements
  • Bachelor's Degree in a quantitative field such as mathematics, statistics, or computer science.
  • 3-5 years of experience in risk management, financial analysis, or a related field.
  • Strong analytical and problem-solving skills, with the ability to interpret complex data and develop effective solutions.
  • Proficiency in C/C++ programming and experience with quantitative modeling tools.
  • Excellent communication and teamwork skills, with the ability to work effectively in a fast-paced environment.
About Us

Crédit Agricole SA is a leading global banking group with a strong presence in the financial industry. We offer a range of products and services to our clients, including capital market activities, investment banking, structured finance, commercial banking, and international trade. Our team is committed to diversity and inclusion, and we welcome applications from candidates with disabilities.



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