Quantitative Risk Analyst

3 weeks ago

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

Quantitative Risk Analyst

Job Summary

We 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 developing and implementing comprehensive testing frameworks based on regulatory guidelines.

Key Responsibilities
  1. Articulate complex concepts and findings to senior management via meetings or committee meetings
  2. Present data and validation results in a compelling manner to support decisions to respective committees
  3. Develop and implement comprehensive testing frameworks based on SR11-7 and other regulatory guidelines
  4. Identify limitations and devise controls to mitigate any associated inherent model risk
  5. Validate complex models covered including but not limited to Pricing, VaR, Compliance, Market and Liquidity risk
  6. Review and close findings on models in line with regulatory requirements
  7. Maintain detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC)
Requirements

Minimum Master's Degree in STEM sciences (Finance OR Economics OR Statistics OR Mathematics)

Experience

Minimum 3 years of relevant experience in model validation/model development and quantitative finance

Skills

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 and presentations

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