Senior Asset Risk Specialist

8 hours ago


Montreal, Quebec, Canada Crédit Agricole Group Full time

Crédit Agricole Group is seeking a highly skilled Senior Asset Risk Specialist to join our team. As a key member of our risk management department, you will play a vital role in ensuring the soundness and stability of our asset portfolio.

About the Role:

We are looking for an experienced professional with expertise in asset risk management, statistical analysis, and regulatory compliance. Your primary responsibility will be to validate complex models, including pricing, value-at-risk (VaR), compliance, market, and liquidity risk.

Key Responsibilities:

  1. Data Analysis and Validation: Employ advanced statistical and mathematical techniques to validate complex models, highlighting any limitations and devising controls to mitigate inherent model risk.
  2. Testing Framework Development: Design and implement comprehensive testing frameworks based on regulatory guidelines, such as SR11-7 and OCC.
  3. Model Review and Closeout: Review and close findings on models in line with regulatory requirements, ensuring compliance and accuracy.
  4. Risk Assessment and Stakeholder Engagement: Conduct risk assessment testing and discussions with relevant stakeholders to ensure effective risk management.
  5. Reporting and Documentation: Maintain detailed reports on validations performed, adhering to regulatory guidelines and company standards.

Requirements:

  • Strong Background in Asset Risk Management: Proven experience in asset risk management, statistical analysis, and regulatory compliance.
  • Advanced Technical Skills: Proficiency in programming languages, data analysis tools, and statistical software.
  • Excellent Communication and Interpersonal Skills: Ability to articulate complex concepts, present data effectively, and engage with senior management and stakeholders.

What We Offer:

  • Competitive Salary: An estimated salary of $120,000 - $150,000 per annum, commensurate with experience.
  • Opportunities for Growth: A dynamic work environment with opportunities for career advancement and professional development.
  • Collaborative Team Culture: A collaborative and inclusive team culture that fosters open communication and teamwork.

Join Crédit Agricole Group:

Candidates who meet the requirements should submit their application, including a cover letter and resume, to [insert contact information].



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