Senior Risk Management Specialist

4 weeks ago


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

Quantitative Analyst

Contract Type

Permanent Contract

Job Summary

Duties include articulating complex concepts and findings to senior management via email, meetings, or committee discussions. The successful candidate will present data and validation results in a compelling manner to support decision-making committees.

  1. Prepare comprehensive testing frameworks based on regulatory guidelines (SR11-7 and OCC).
  2. Validate complex models, including pricing, VaR, compliance, market, and liquidity risk models.
  3. Review and close findings on models in line with regulatory requirements.
Geographical Area

America and Canada.

City

Montreal.

Minimum Requirements

Candidates must hold a Master's Degree in STEM sciences (Finance, Economics, Statistics, or Mathematics) and have 3-5 years of experience in model validation/model development and quantitative finance.

Required Skills and Qualifications

Proficiency in programming languages (Python, R, SAS), project management skills, excellent communication and interpersonal skills, and the ability to deliver high-quality reports and presentations.

Estimated Salary Range: $80,000 - $120,000 per annum

About Crédit Agricole Corporate and Investment Bank: We are a leading corporate and investment banking arm of Crédit Agricole Group, offering a range of products and services to our large corporate and institutional clients. Our team is committed to diversity and inclusion, and we welcome applications from candidates with disabilities.



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