Groom & Associates
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Quantitative Analyst – Investment Bank
This is a French international banking group and the world's largest cooperative financial institution. Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and North Africa support their clients, meeting their financial needs throughout the world. This bank offers its large corporate and institutional clients a range of products and services in capital markets 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.They are near-shoring from their New York office and moving their operations to Montreal which is exciting news! This a chance to join a very stable environment as these roles already existed in New York before the move. They have a number of positions to fill and are hoping many will be excited to be a part of their new start in Montreal.Title: Quantitative Analyst – Vice PresidentLocation: MontrealWork model: Hybrid, 2-3 days remote work allowed Type of position: Full time and permanent Salary: 125k + 25%. 4 weeks vacation. They offer a great benefits package. RRSP matching, you contribute 2% and they contribute 8%. What you will do:• Articulate complex concepts & findings, highlight narratives accounting for diverse senior management via emails, meetings or at different committee meetings• Present data & validation results in a compelling manner to support decisions to respective committees• Prepare part/whole deck, memos, slides etc. to be used at respective committees• Employ advanced statistical & mathematical techniques in validation activities with proficiency• Develop & implement comprehensive testing framework based on SR11-7 and other regulatory guidelines• Identify limitations & devise controls to mitigate any associated inherent model risk• Validate complex models covered including but not limited to Pricing, VaR, Compliance, Market & Liquidity risk• Review and close findings on models in line with regulatory requirements• Maintain detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC)• Conduct risk assessment testing & discussions with relevant stakeholdersQualifications :• Minimum Master’s Degree in STEM sciences (Finance OR Economics OR Statistics OR Mathematics)• Minimum 5-7 years of relevant experience in model validation/model development and quantitative finance in general• Knowledge of programming languages (Python, R, SAS)• Project management skills and experience• Excellent communication and interpersonal skills, with the ability to form effective working relationships• Ability to deliver high quality reports, presentations
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