Data Model Risk Specialist

2 weeks ago


Montreal, Quebec, Canada Crédit Agricole Group Full time

We are seeking a highly skilled Data Model Risk Specialist to join our team at Crédit Agricole Group. This is an exciting opportunity for a seasoned professional with experience in data model validation, implementation of alternative pricing models, and risk management.

About the Role

As a Data Model Risk Specialist, you will be responsible for validating the pricing models used by our product lines. Your expertise in data analysis and interpretation will help us identify potential risks and develop strategies to mitigate them. You will work closely with our teams to implement alternative pricing models and contribute to the design, specification, and implementation of reserve methodologies for model risk.

Key Responsibilities
  1. Validate pricing models used by product lines to ensure they meet the required standards.
  2. Implement alternative pricing models that align with business objectives.
  3. Study model risk and develop strategies to mitigate potential issues.
  4. Contribute to the design, specification, and implementation of reserve methodologies for model risk.
  5. Work closely with cross-functional teams to ensure effective implementation of new models and processes.
  6. Provide quantitative support to risk management teams on P&L, sensitivities, VaR, and other key metrics.
About Us

Credit Agricole Group is a leading international financial services group with operations in over 40 countries. We offer a dynamic and challenging work environment where you can grow your career and make a meaningful contribution to the success of our organization.

What We Offer
  • A competitive salary: €120,000 - €180,000 per annum, depending on experience.
  • A comprehensive benefits package, including health insurance, retirement plan, and paid time off.
  • Ongoing training and development opportunities to enhance your skills and knowledge.
  • A collaborative and diverse work environment with a strong focus on teamwork and innovation.

If you are a motivated and experienced professional looking for a new challenge, please submit your application. We look forward to hearing from you



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