Quantitative Analyst

Montreal, QC
Permanent
Full-time

1 month ago

Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group, the 10th largest banking group in the world *.We support major companies and financial institutions in their development and the financing of their projects.As pioneers in responsible finance, social and environmental commitments are at the heart of our activities.Joining our teams means working in a multicultural environment, both dynamic and stimulating, where you will contribute to developing a sustainable economy.We support employees throughout their journey: you will develop your skills and access various mobility opportunities among the diversity of our businesses in more than 30 international locations.Our culture is built on collaboration, innovation and openness, where everyone is valued and empowered.By working every day in the interest of society, Crédit Agricole CIB aligns with the Group values committed to diversity and inclusion and placing people at the heart of all its transformations.All our jobs are open to people with disabilities. We welcome applications from candidates of all backgrounds and experiences.Ready to take part in our mission ?*By balance sheet size - The Banker, Juillet 2025Reference 2026-109238Publication date 24/02/2026Job descriptionBusiness typeTypes of Jobs - Risk Management / ControlJob titleQuantitative AnalystContract typePermanent ContractManagement positionNoJob summaryCrédit Agricole CIB (CA-CIB) Canada is the home of Crédit Agricole CIB Canada Branch and Crédit Agricole Services & Operations.The Canada Branch has offices in Montreal and Toronto providing financial services to Canadian Financial Institutions, Banks, Pension Funds & SSA and to large Canadian headquartered international corporations.Crédit Agricole Services & Operations is hosting a part of all Crédit Agricole CIB's support functions, from KYC, Back Offices, Risk, IT, Legal or Finance supporting our growing operations in the Americas and complementing our European and Asian operations platforms in a “follow the sun” approach.When you join CA-CIB Canada, you are joining a certified Great Place to Work employer, and a highly engaged workforce.Position Summary:In charge of validating the pricing models for Cross Assets products and calculating XVAs in the Market Risk Analytics (MRA) model validation team.Key Responsibilities :The objective of this position is to validate the pricing models for the Cross Assets products and the calculation of XVA, he reports to the MCR/MMRW/MRA manager in charge of the validation of Cross Assets, Credit and XVA products. His role covers the entire validation of the pricing models used to price Cross Assets products as well as the calculation of XVAs that can integrate multiple model components on different risk classes (Indices and Equities, interest rates, FX, Credit, etc.).Primary Responsibilities:

In charge of validating pricing models for Cross Assets and XVA products in accordance with the model validation procedure.
He/she will ensure communication with all clients of the MRA model validation team (FO Quants, Traders, Risk Manager) and follow the validation schedule in accordance with the objectives of the XVA/Cross Assets and cross-functional product activities and other risk requirements, such as the Annual Review, the Activity Report or any other risk requirements.
He will ensure the development of the internal pricing library of the model validation team (VLib) in accordance with the internal governance of the library.
He will ensure the homogeneity of validation requirements between product lines and share all knowledge.

Additional responsibilities:

Active monitoring of NAP and CSTC processes within the scope of responsibility;
Ensure application and compliance with the CACIB and CA Group model governance;
Ensure regular communication with other MCR stakeholders; Support the market risk management teams of these cross-asset and cross-functional product lines for all quantitative aspects

Supplementary InformationLegal and regulatory responsibilities:

Comply with legal obligations, regulations and compliance issued by the group;
Maintain up-to-date knowledge to ensure you are qualified for the position. Complete mandatory training in order to achieve and maintain the required competencies.

Management and reporting:

Hierarchical Reporting: Christophe Santune, Director, CASO Montreal - Head of CASO Risks
Functional reporting and reporting: Benoit Rodriguez, CACIB Paris - RPC MCR MRA

Key internal contacts:

Front Office Trading
Front Office Quantitative Research Team
Risk managers of the respective business lines
IT

Key external contacts:Statutory Auditors / General Inspection / Regulator when necessaryPosition locationGeographical areaAmerica, CanadaCityMONTREALRemote workhybridCandidate criteriaMinimal education levelBachelor Degree / BSc Degree or equivalentAcademic qualification / SpecialityMaster's degree in quantitative financeLevel of minimal experience3-5 yearsExperience

Minimum 3 years of experience in a similar field
Excellent knowledge of financial mathematics

Required skills

Ability to manage projects on time
Analytical and synthesis skills
Rigor and organizational skills
Sense of result and priorities
Autonomy
Ability to cooperate / Transversality
Expertise on financial instruments and market products: pricing, understanding and measurement of risks,
Very good knowledge of the financial markets and regulatory aspects / requirements in market risk
Interpersonal skills and diplomatic skills
Verbal and written communication skills in English and French required (You will need to service Anglophone clients and work with Anglophone colleagues)

Crédit Agricole

Apply Now