Vacancy details
General information
Entity
About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)
Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022).
8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world.
Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade.
The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.
For more information, please visit www.ca-cib.com
Twitter : https : / / twitter.com / ca cib
LinkedIn : https : / / www.linkedin.com / company / credit-agricole-cib /
By working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.
Reference
2024-89883
Update date
27 / 05 / 2024
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
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