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 prospect 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 . 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 ~
📌 Model Risk Quant (Montreal)
🏢 Alexander Chapman
📍 Montreal
Reply to this offer
Impress this employer describing Your skills and abilities, fill out the form below and leave Your personal touch in the presentation letter.