Regulatory Validation Expert

6 days ago


Montreal, Quebec, Canada Crédit Agricole Group Full time

About the Role:

We are seeking a highly skilled Senior Compliance Analyst to join our team at Crédit Agricole Group. As a key member of our compliance team, you will be responsible for ensuring that our financial models and systems are in line with regulatory requirements.

Key Responsibilities:

  1. Articulate Complex Concepts: Develop and present clear and concise reports to senior management and committees, highlighting key findings and recommendations.
  2. Data Analysis and Validation: Conduct advanced statistical and mathematical analysis to validate complex financial models, including pricing, value-at-risk, compliance, market, and liquidity risk.
  3. Testing and Validation Framework: Develop and implement comprehensive testing frameworks based on regulatory guidelines, such as SR11-7 and OCC.
  4. Model Validation: Validate complex models, including pricing, VaR, compliance, market, and liquidity risk, to ensure they meet regulatory requirements.
  5. Regulatory Compliance: Review and close findings on models in line with regulatory requirements, ensuring that our financial systems and models are compliant.
  6. Reporting and Communication: Maintain detailed reports on validations performed, and communicate key findings and recommendations to senior management and committees.
  7. Risk Assessment and Mitigation: Conduct risk assessment testing and discussions with relevant stakeholders to identify and mitigate inherent model risk.

Requirements:

  • Advanced degree in a quantitative field, such as mathematics, statistics, or finance.
  • Proven experience in financial modeling, data analysis, and regulatory compliance.
  • Strong analytical and problem-solving skills, with the ability to communicate complex concepts to non-technical stakeholders.
  • Proficiency in advanced statistical and mathematical techniques, including programming languages such as Python or R.
  • Knowledge of regulatory guidelines, such as SR11-7 and OCC.


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