Front Office Model Risk Quant — Quantitative R&D

Alexander Chapman; Montreal (administrative region); On-site; CAD 110,000 - 140,000; Full time

Job summary

Alexander Chapman is partnering with a leading global investment bank to fill a Front Office Model Risk Quant role in Montreal. You will join a high-performing Quantitative R&D team at the intersection of Model Risk Management, Pricing Models, Margining Models, and Risk Analytics.

You will collaborate with global stakeholders to develop innovative solutions, strengthen model governance, and ensure compliance with regulatory standards such as SR 11-7.

Qualifications

• 2+ years' experience in Model Risk, Quantitative Analytics, or a similar role.
• Strong understanding of pricing models, margining models, and risk metrics.
• Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related discipline.

Responsibilities

• Work at the intersection of Model Risk Management, Pricing Models, Margining Models, and Risk Analytics.
• Collaborate with global stakeholders to develop innovative solutions and enhance model governance.
• Ensure compliance with regulatory standards such as SR 11-7.

Skills

Python

R

C++

C#

Education

Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related discipline

Job description

Alexander Chapman is partnering with a leading global investment bank to fill a Front Office Model Risk Quant role in Montreal. You will join a high-performing Quantitative R&D team at the intersection of Model Risk Management, Pricing Models, Margining Models, and Risk Analytics.

You will collaborate with global stakeholders to develop innovative solutions, strengthen model governance, and ensure compliance with regulatory standards such as SR 11-7.