Quantitative Analyst
Crédit Agricole CIB
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 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
Ability to deliver high quality reports, presentations
Montreal, QC
Wed, 24 Apr 2024 00:52:05 GMT
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