Quantitative Analyst
Crédit Agricole
- Montreal, QC
- Permanent
- Full-time
8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world.
Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade.
The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.For more information, please visit www.ca-cib.comTwitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/By working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.Reference 2024-88958Publication date 22/04/2024Job descriptionBusiness typeTypes of Jobs - Risk Management / ControlJob titleQuantitative AnalystContract typePermanent ContractJob summaryDuties:
- 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 stakeholdersPosition locationGeographical areaAmerica, CanadaCityMontrealCandidate criteriaMinimal education levelPostgraduate degree - MA/MSc/PhD/Doctorate or equivalentAcademic qualification / SpecialityMinimum Master's Degree in STEM sciences (Finance OR Economics OR Statistics OR Mathematics)Level of minimal experience3-5 yearsExperienceMinimum 3 years of relevant experience in model validation/model development and quantitative financeRequired skillsKnowledge of programming languages (Python, R, SAS)
Project management skills and experience
Excellent communication and interpersonal skills, with the ability to form effective working relationships