Quantitative Analyst- VP

Crédit Agricole CIB
Montreal, Canada
$35-$45 an hour (estimated)
Full-time

Description du poste

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
  • 30+ days ago
Related jobs
Crédit Agricole CIB
Montreal, Quebec

Provide quantitative support to the risk management for all quantitative issues on P&L, sensitivities, VaR etc. Good understanding of option pricing theory ( i/e quantitative models for pricing and hedging derivatives). ...

S.i. Systems
Montreal, Quebec

Help in the management of AM’s Quantitative Equity mandates. Work closely with AM's data, quantitative research, portfolio management and risk management teams to evaluate and monitor the impact of various strategies. Coordinate with internal partners in the technology and business analyst teams to ...

Groom & Associates
Montreal, Quebec

Job Number: J0624-0320 Job Type: Full Time Job Category: Information Technology Location: Montreal, Quebec Salary: Open .Votre partenaire en recrutement – Your recruitment partner .Are you interested in this job?....

TradingScreen
Montreal, Quebec

TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a Quantitative Analyst with Python development skills to join our growing Models and Quantitative Data team in our Montreal office!. As a Quantitative Analyst, you will have a broad scope of responsibility tha...

Affirm, Inc.
Canada
Remote

We’re looking for a driven, analytically-minded professional to join the Quantitative Research team! The Quantitative Research team builds foundational models that model the user behavior at various stages in its journey within the Affirm’s ecosystem and prepare frameworks using those models to guid...

hays-gcj-v4-pd-online
Montreal, Quebec

Financial/Quantitative Analyst (C++, Python)Client: Global BankRole: Financial /Quantitative Analyst (C++, Python). ...

Crédit Agricole CIB
Montreal, Quebec

Responsible for the validation of pricing model used by product Lines.Implementation of alternative pricing model.Contribution to the design, specifications and implementation of the reserves methodologies for the model risk.Involvement in all products / new activities....

Morgan Stanley
Montreal, Quebec

Analyst, Quantitative Investment Strategies (Hybrid). The Quantitative Investment Strategies group creates rules-based investment strategies that provide our clients with a wide range of exposures. We are looking for an experienced quantitative developer to join the QIS Strats team to help develop o...

BMO
Canada, Canada

Analyst in the Structured Equities Trading Quantitative Strategies Group is expected to work closely to the trading teams of all Global Equities groups with a focus on pricing structured OTC products and notes, and generating risk reports. The role also requires extensive collaboration with Quantita...

Promoted
Match Marketing Group
Montreal, Quebec

Responsible for achieving all key business objectives including sales, performance reviews, client experience, operational compliance.Proactively creates strategies for underperforming locations/representatives and recognizes successes.Ensures that all sales representatives have completed necessary ...