Senior Quantitative Analyst

In this role you will have the opportunity to conduct an independent review of the CIBC’s complex analytical and statistical models including those used for : pricing (e.g., exotic equity, FX, interest rate, commodity, and credit derivatives), risk measurement (e.g., VaR, counterparty credit risk, and credit valuation adjustment), decision making (e.g., application and behavioral retail scorecards), and automated trading applications (e.g., index arbitrage).

• Reporting-
• Write a vetting report that includes a description and analysis of both model and benchmark approaches, as well as numerical test results and model operational conditions.
• You can demonstrate knowledge
• of stochastic calculus (e.g., at the level of the book Stochastic Calculus for Finance II by Steven Shreve) and C++ programming. You have knowledge of financial derivatives valuation theory and corresponding numerical valuation methods.
• We work to recognize you in meaningful, personalized ways including a competitive salary, incentive pay, banking benefits, a benefits program\
• , defined benefit pension plan\
• , an employee share purchase plan, a vacation offering, wellbeing support, and MomentMakers, our social, points-based recognition program.
• Our spaces and technological toolkit will make it simple to bring together great minds to create innovative solutions that make a difference for our clients.
• We cultivate a culture where you can express your ambition through initiatives like Purpose Day; a paid day off dedicated for you to use to invest in your growth and development.
• CIBC is committed to creating an inclusive environment where all team members and clients feel like they belong. We seek applicants with a wide range of abilities and we provide an accessible candidate experience. If you need accommodation, please contact Mailbox.careers-carrieres@cibc.com
• CIBC is committed to clarity in our hiring process. All roles posted are opportunities we’re actively recruiting for, unless stated otherwise.
• You need to be legally eligible to work at the location(s) specified above and, where applicable, must have a valid work or study permit.
• We may ask you to complete an attribute-based assessment and other skills test (such as simulation, coding, French proficiency).At CIBC, we are in business to help our clients, employees and shareholders achieve what is important to them. Our ability to create value for all CIBC stakeholders is driven by a business culture based on common values : Trust, Teamwork and Accountability. Working with CIBC makes you a part of a work environment committed to our clients, employees and communities - a place where you can excel. Every day, our 44,000 employees help our clients achieve their financial goals, because what matters to our clients, matters to us.

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