Quantitative Analyst- VP

Crédit Agricole CIBMontreal

30+ days ago

Salary

CAD80000–CAD95000 yearly

Job description

Business type

Types of Jobs - Risk Management / Control

Job title

Quantitative Analyst- VP

Contract type

Permanent Contract

Management position

Job summary

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
Provide quantitative support to the risk management for all quantitative issues on P&L, sensitivities, VaR etc..
In charge of some IPV processes in relation with HO in Paris

Position location

Geographical area

America, Canada

City

Montreal

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Level of minimal experience

6-10 years

Required skills

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