Senior Quantitative Analyst

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

Job description

- 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

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