Quantitative Risk Management Specialist

2 weeks ago


Montreal, Quebec, Canada Crédit Agricole SA Full time

Crédit Agricole SA is a leading global banking group, and we are seeking an experienced Quantitative Risk Management Specialist to join our team.

About the Role

We offer a competitive salary of approximately $120,000 per year, plus benefits and opportunities for career growth.

The successful candidate 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 include:

  • Employing advanced statistical and mathematical techniques in validation activities with proficiency;
  • Validating complex models covered including but not limited to Pricing, VaR, Compliance, Market & Liquidity risk;
  • Maintaining detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC);
  • Conducting risk assessment testing & discussions with relevant stakeholders;

The ideal candidate will have a Master's Degree in STEM sciences (Finance OR Economics OR Statistics OR Mathematics) and at least 3-5 years of relevant experience in model validation/model development and quantitative finance.

We require strong knowledge of programming languages (Python, R, SAS), project management skills, excellent communication and interpersonal skills, and the ability to deliver high-quality reports and presentations.

Our company offers a dynamic and inclusive work environment, committed to diversity and inclusion. We welcome applications from individuals with disabilities.



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