Senior Risk Management Specialist

2 weeks ago


Montreal, Quebec, Canada Crédit Agricole SA Full time

Job Title: Senior Risk Management Specialist

Job Summary:

We are seeking a highly skilled Senior Risk Management Specialist to join our team at Crédit Agricole CIB. As a Senior Risk Management Specialist, you will be responsible for articulating complex concepts and findings, highlighting narratives for senior management, and presenting data and validation results to support decisions. You will also develop and implement comprehensive testing frameworks, identify limitations, and devise controls to mitigate inherent model risk.

Key Responsibilities:

  1. Articulate complex concepts and findings to senior management.
  2. Presentation of data and validation results to support decisions.
  3. Development of comprehensive testing frameworks based on regulatory guidelines.
  4. Identification of limitations and devising controls to mitigate inherent model risk.
  5. Validation of complex models, including pricing, VaR, compliance, market, and liquidity risk.

Requirements:

Minimum Qualifications: Master's Degree in STEM sciences (Finance, Economics, Statistics, or Mathematics). Minimum 3-5 years of experience in model validation/model development and quantitative finance. Knowledge of programming languages (Python, R, SAS). Project management skills and experience. Excellent communication and interpersonal skills.



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