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
Quantitative Analyst- VP
Provide quantitative support to the risk management for all quantitative issues on P&L, sensitivities, VaR etc. Good understanding of option pricing theory ( i/e quantitative models for pricing and hedging derivatives). ...
Quantitative Analyst Specialist
Demonstrated project management experience; quantitative and qualitative analysis skills. ...
Quantitative Analyst
We’re looking for a driven, analytically-minded professional to join the Quantitative Markets team! The Quantitative Markets team is responsible for structuring and pricing Affirm’s debt funding deals, developing platforms and tools for optimizing funding strategies, and building data-driven models ...
Quantitative Analyst- Associate level
Responsible for the validation of pricing model used by product Lines.Implementation of alternative pricing model.Contribution to the design, specifications and implementation of the reserves methodologies for the model risk.Involvement in all products / new activities....
Quantitative Analyst II
We’re looking for a driven, analytically-minded professional to join the Quantitative Research team! The Quantitative Research team builds foundational models that model the user behavior at various stages in its journey within the Affirm’s ecosystem and prepare frameworks using those models to guid...
Bilingual Quantitative (Financial) Analyst
Financial/Quantitative Analyst (C++, Python)Client: Global BankRole: Financial /Quantitative Analyst (C++, Python). ...
Int. Bilingual Quantitative Analyst with quantitative skills, Python and SQL to develop, implement and maintain quantitative risk models for a large banking client - 52862
Help in the management of AM’s Quantitative Equity mandates. Work closely with AM's data, quantitative research, portfolio management and risk management teams to evaluate and monitor the impact of various strategies. Coordinate with internal partners in the technology and business analyst teams to ...
Quantitative Analyst
Job Number: J0624-0320 Job Type: Full Time Job Category: Information Technology Location: Montreal, Quebec Salary: Open .Votre partenaire en recrutement – Your recruitment partner .Are you interested in this job?....
Quantitative Analyst
Minimum 3 years of relevant experience in model validation/model development and quantitative finance. ...
Quantitative Analyst, Structured Equities Trading
Analyst in the Structured Equities Trading Quantitative Strategies Group is expected to work closely to the trading teams of all Global Equities groups with a focus on pricing structured OTC products and notes, and generating risk reports. The role also requires extensive collaboration with Quantita...