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 opportunity 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 creative 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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