I'm currently partnering with a leading global investment bank on an exciting Front Office Model Risk Quant opportunity based in Montreal .
This is an excellent chance to join a high-performing Quantitative R&D; team, working at the intersection of Model Risk Management, Pricing Models, Margining Models, and Risk Analytics . You'll collaborate with global stakeholders to develop innovative solutions, enhance model governance, and ensure compliance with regulatory standards such as SR 11-7 .
We're looking for candidates with:
- 2+ years' experience in Model Risk, Quantitative Analytics, or a similar role
- Strong understanding of pricing models, margining models, and risk metrics
- Python, R, and/or C++/C# programming experience
- A Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related discipline
- Strong communication skills and the ability to work with global teams
📌 Model Risk Quant (Montreal)
🏢 Alexander Chapman
📍 Montreal
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