Analyste quantitatif senior
Apply NowCompany: Crédit Agricole CIB
Location: Montreal, QC H1A 0A1
Description:
Vacancy details
General information
Entity
About Crdit Agricole Corporate and Investment Bank (Crdit Agricole CIB)
Crdit Agricole CIB is the corporate and investment banking arm of Crdit 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.
Crdit 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
2025-96678
Update date
10/02/2025
Job description
Business type
Types of Jobs - Risk Management / Control
Job title
Analyste quantitatif senior
Contract type
Permanent Contract
Management position
No
Job summary
Description du poste
- Responsable de la validation du modle de tarification utilis par les lignes de produits
- Mise en uvre d'un modle de tarification alternatif
- tude du risque de modle
- Contribution la conception, aux spcifications et la mise en uvre des mthodologies de rserves pour le risque de modle
- Implication dans tous les produits / nouvelles activits
- Fournir un soutien quantitatif la gestion des risques pour toutes les questions quantitatives sur le P&L, les sensibilits, la VaR, etc.
- En charge de certains processus IPV en relation avec HO Paris.
Position location
Geographical area
America, Canada
City
MONTRAL
Candidate criteria
Minimal education level
Bachelor Degree / BSc Degree or equivalent
Academic qualification / Speciality
Baccalaurat ou quivalent
Level of minimal experience
6-10 years
Required skills
Exigences
- Bon niveau en mathmatiques et plus particulirement en thorie des probabilits, processus stochastiques, statistiques, quations aux drives partielles et mthodes numriques
- Bonne comprhension de la thorie de l'valuation des options ( i/e modles quantitatifs pour l'valuation et la couverture des produits drivs
- Solides capacits d'analyse et de rsolution de problmes
- Programmation C/C++
- Orient vers le travail d'quipe
- Les comptences en communication verbale et crite en anglais sont requises (tu devras servir des clients anglophones et travailler avec des collgues anglophones)
- Les comptences en communication verbale et crite en franais sont considres comme un atout important
Languages
Franais, anglais
General information
Entity
About Crdit Agricole Corporate and Investment Bank (Crdit Agricole CIB)
Crdit Agricole CIB is the corporate and investment banking arm of Crdit 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.
Crdit 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
2025-96678
Update date
10/02/2025
Job description
Business type
Types of Jobs - Risk Management / Control
Job title
Analyste quantitatif senior
Contract type
Permanent Contract
Management position
No
Job summary
Description du poste
- Responsable de la validation du modle de tarification utilis par les lignes de produits
- Mise en uvre d'un modle de tarification alternatif
- tude du risque de modle
- Contribution la conception, aux spcifications et la mise en uvre des mthodologies de rserves pour le risque de modle
- Implication dans tous les produits / nouvelles activits
- Fournir un soutien quantitatif la gestion des risques pour toutes les questions quantitatives sur le P&L, les sensibilits, la VaR, etc.
- En charge de certains processus IPV en relation avec HO Paris.
Position location
Geographical area
America, Canada
City
MONTRAL
Candidate criteria
Minimal education level
Bachelor Degree / BSc Degree or equivalent
Academic qualification / Speciality
Baccalaurat ou quivalent
Level of minimal experience
6-10 years
Required skills
Exigences
- Bon niveau en mathmatiques et plus particulirement en thorie des probabilits, processus stochastiques, statistiques, quations aux drives partielles et mthodes numriques
- Bonne comprhension de la thorie de l'valuation des options ( i/e modles quantitatifs pour l'valuation et la couverture des produits drivs
- Solides capacits d'analyse et de rsolution de problmes
- Programmation C/C++
- Orient vers le travail d'quipe
- Les comptences en communication verbale et crite en anglais sont requises (tu devras servir des clients anglophones et travailler avec des collgues anglophones)
- Les comptences en communication verbale et crite en franais sont considres comme un atout important
Languages
Franais, anglais