Quantitative Analyst

Job title:

Quantitative Analyst

Company

Crédit Agricole

Job description

Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022).
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

Expected salary

Location

Montreal, QC

Job date

Wed, 24 Apr 2024 01:30:43 GMT

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