Search jobs > Montreal, QC > Temporary > Quantitative analyst
Job description
Business type
Types of Jobs - Risk Management / Control
Job title
Quantitative Analyst- Associate level
Contract type
Permanent Contract
Management position
Job summary
- Responsible for the validation of pricing model used by product Lines
- Implementation of alternative pricing model
- Study of model risk
- Contribution to the design, specifications and implementation of the reserves methodologies for the model risk
- Involvement in all products / new activities
Position location
Geographical area
America, Canada
City
Montreal
Candidate criteria
Minimal education level
Bachelor Degree / BSc Degree or equivalent
Level of minimal experience
3-5 years
Experience
Good level in mathematics and especially probability theory, stochastic processes, statistics, partial differential equations and numerical methods
- Good understanding of option pricing theory ( i / e quantitative models for pricing and hedging derivatives)
- Strong analytical and problem solving abilities
- C / C++ programming
- Team work oriented
Languages
English, French
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