Senior Quantitative Risk Specialist

15 hours ago


Montreal, Quebec, Canada Crédit Agricole SA Full time
Job Summary

We are seeking a highly skilled Senior Quantitative Risk Specialist to join our team in Montreal, Canada. In this role, you will be responsible for validating complex models and ensuring compliance with regulatory requirements.

About the Role
  • Articulate complex concepts and findings to senior management via emails, meetings, or committee discussions.
  • Present data and validation results to support decisions to respective committees.
  • Prepare presentations, memos, and reports to facilitate effective communication.
  • Employ advanced statistical and mathematical techniques in validation activities.
  • Develop and implement comprehensive testing frameworks based on SR11-7 and other regulatory guidelines.
  • Identify limitations and devise controls to mitigate inherent model risk.
Requirements
  • A Master's degree in a STEM field (Finance, Economics, Statistics, or Mathematics).
  • A minimum of 3-5 years of experience in model validation/model development and quantitative finance.
  • Proficiency in programming languages (Python, R, SAS), project management skills, and excellent communication skills.
Estimated Salary

$120,000 - $150,000 per year, depending on experience.

About Crédit Agricole SA

We are a leading global financial institution committed to diversity and inclusion. Our corporate and investment banking arm offers a range of products and services to large corporate and institutional clients.



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