Quantitative Risk Analyst
4 weeks ago
We are seeking a highly motivated and experienced Quantitative Risk Analyst to join our team. The ideal candidate will have a strong background in quantitative finance, statistics, and machine learning, with a proven track record of developing and implementing risk models.
Key Responsibilities- Develop and maintain quantitative risk models to manage equity portfolios
- Assist in the alpha forecasting process and the development of new quantitative equity strategies
- Test models under different scenarios and use various modeling techniques
- Collaborate with cross-functional teams to evaluate and monitor the impact of various strategies
- Design, prototype, test, and document enhancements to existing forecasting models
- Proven proficiency in Python and related packages
- Strong familiarity with SQL and relational databases
- Strong command of foundations of applied statistics and linear algebra
- Finance industry experience of 2 years
- Ideally 2+ years of experience in a quantitative investment research or data science role
- Knowledge of MATLAB and experience working with unstructured data
- BARRA, APT
- Knowledge or experience in multifactor equity or risk modeling, including multi-factor models Northfield or Axioma; risk management metrics and methods such as VaR and stress testing models
We offer a dynamic and collaborative work environment, with opportunities for professional growth and development. If you are a motivated and experienced Quantitative Risk Analyst looking for a new challenge, we encourage you to apply.
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Quantitative Risk Analyst
1 month ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeJob TitleQuantitative Risk AnalystJob SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Crédit Agricole Corporate and Investment Bank. As a Quantitative Risk Analyst, you will be responsible for articulating complex concepts and findings to senior management, presenting data and validation results to support decisions, and...
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Quantitative Risk Analyst
1 month ago
Montreal, Quebec, Canada Crédit Agricole SA Full timeJob TitleQuantitative Risk AnalystJob SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Crédit Agricole Corporate and Investment Bank. As a Quantitative Risk Analyst, you will be responsible for articulating complex concepts and findings to senior management, presenting data and validation results to support decisions, and...
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