Quantitative Analyst

2 weeks ago


Montreal, Canada Crédit Agricole CIB Full time

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

Quantitative Analyst

Contract type

Permanent Contract

Job summary

Duties:
- Articulate complex concepts & findings, highlight narratives accounting for diverse senior management via emails, meetings or at different committee meetings
- Present data & validation results in a compelling manner to support decisions to respective committees
- Prepare part/whole deck, memos, slides etc. to be used at respective committees
- Employ advanced statistical & mathematical techniques in validation activities with proficiency
- Develop & implement comprehensive testing framework based on SR11-7 and other regulatory guidelines
- Identify limitations & devise controls to mitigate any associated inherent model risk
- Validate complex models covered including but not limited to Pricing, VaR, Compliance, Market & Liquidity risk
- Review and close findings on models in line with regulatory requirements
- Maintain detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC)
- Conduct risk assessment testing & discussions with relevant stakeholders

Position location

Geographical area

America, Canada

City

Montreal

Candidate criteria

Minimal education level

Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent

Academic qualification / Speciality

Minimum Master’s Degree in STEM sciences (Finance OR Economics OR Statistics OR Mathematics)

Level of minimal experience

3-5 years

Experience

Minimum 3 years of relevant experience in model validation/model development and quantitative finance

Required skills

Knowledge of programming languages (Python, R, SAS)
Project management skills and experience
Excellent communication and interpersonal skills, with the ability to form effective working relationships
Ability to deliver high quality reports, presentations


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