Senior Quantitative Analyst

Crédit Agricole Group; Montreal; On-site; CAD 80,000 - 100,000; Full time

Job summary

An established industry player is seeking a quantitative analyst to validate and implement pricing models while studying model risk. This role involves contributing to the design and implementation of reserves methodologies and providing quantitative support for risk management across various products. The position requires involvement in all new activities and processes related to pricing validation. If you are passionate about quantitative analysis and risk management, this opportunity could be a perfect fit for you.

Responsibilities

• Validate pricing models used by product lines.
• Implement alternative pricing models and study model risk.
• Provide quantitative support for risk management issues.

Job description

Summary

- Responsible for the validation of pricing models used by product lines.

- Implementation of alternative pricing models.

- Study of model risk.

- Contribution to the design, specifications, and implementation of the reserves methodologies for model risk.

- Involvement in all products and 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.