Search jobs > Montreal, QC > Temporary > Quantitative analyst

Quantitative Analyst- VP

Crédit Agricole CIB
Montreal
$80K-$95K a year (estimated)
Full-time

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

30+ days ago
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