Talent.com
Senior Quantitative Analyst (Bilingual)

Senior Quantitative Analyst (Bilingual)

StafflinkQuebec, QC
Il y a plus de 30 jours
Salaire
80 000,00 $CA – 90 000,00 $CA par an
Description de poste

Job Description

Senior Quantitative Analyst (Bilingual) Role Overview As a Senior Quantitative Analyst, you will play a crucial role in our financial operations, focusing on the validation, implementation, and risk assessment of pricing models across various product lines. Your expertise will be essential in ensuring the robustness and accuracy of our financial models and methodologies. Key Responsibilities

  • Validate pricing models used by different product lines to ensure their accuracy and reliability.
  • Implement alternative pricing models to enhance our financial analysis and risk management processes.
  • Conduct comprehensive studies on model risk to identify and mitigate potential issues.
  • Contribute to the design, specification, and implementation of reserves methodologies addressing model risk.
  • Engage in all product lines and new activities to provide quantitative insights and support.
  • Offer quantitative support to the risk management team on issues related to profit and loss (P&L), sensitivities, Value at Risk (VaR), and more.
  • Oversee certain Independent Price Verification (IPV) processes in collaboration with the Head Office in Paris.

Required Skills

  • Strong foundation in mathematics, particularly in probability theory, stochastic processes, statistics, partial differential equations, and numerical methods.
  • Solid understanding of option pricing theory, including quantitative models for pricing and hedging derivatives.
  • Excellent analytical and problem-solving skills to address complex quantitative issues.
  • Proficiency in C / C++ programming for model development and implementation.
  • Ability to work effectively in a team-oriented environment.