Pricing Model Development Specialist

7 days ago


Montreal, Quebec, Canada Crédit Agricole SA Full time
Pricing Model Development Specialist

We are seeking a Pricing Model Development Specialist to develop and implement alternative pricing models for our product lines. This role will involve studying model risk, validating pricing models, and contributing to the design of reserve methodologies for model risk.

The ideal candidate will have a strong understanding of option pricing theory, quantitative models for pricing and hedging derivatives, and good analytical and problem-solving abilities. They will also have experience with C/C++ programming and teamwork-oriented skills.

This role is part of our Corporate and Investment Banking arm, where we offer our clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking, and international trade.



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