Data Modeling and Risk Management Specialist

2 weeks ago


Montreal, Quebec, Canada Crédit Agricole SA Full time

We are seeking a highly skilled Data Modeling and Risk Management Specialist to join our team in Montreal, Canada. As a key member of our risk management department, you will be responsible for validating pricing models used by product lines, implementing alternative pricing models, and studying model risk.

About the Role
  1. Validate pricing models used by product lines to ensure accuracy and compliance with regulatory requirements.
  2. Implement alternative pricing models to improve efficiency and reduce risk.
  3. Study model risk to identify potential vulnerabilities and develop strategies to mitigate them.
  4. Contribute to the design, specification, and implementation of reserve methodologies for model risk.
  5. Provide quantitative support to risk management for all quantitative issues related to profit and loss, sensitivities, Value-at-Risk (VaR), etc.
  6. In charge of some Internal Valuation Processes (IPV) in relation with the Head Office in Paris.

This is a challenging role that requires strong analytical and problem-solving skills, as well as excellent communication and teamwork abilities. If you have a good understanding of option pricing theory and are proficient in C/C++ programming, we encourage you to apply.

About Crédit Agricole SA

Crédit Agricole SA is the corporate and investment banking arm of Crédit Agricole Group, one of the world's leading banking groups. We offer a range of products and services to large corporate and institutional clients, including capital market activities, investment banking, structured finance, commercial banking, and international trade. Our mission is to work every day in the interest of society, promoting diversity and inclusion while providing innovative financial solutions to our clients.



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