Cross-Asset XVA Model Validator (Montreal)

Cross-Asset XVA Model Validator (Montreal)

27 Sep
|
Groupecreditagricole
|
Montreal

27 Sep

Groupecreditagricole

Montreal

Crédit Agricole CIB Canada is seeking a skilled qualified to validate pricing models for Cross Asset products and to calculate XVAs within the Market Risk Analytics (MRA) model validation team. You will report to the MCR/MMRW/MRA manager and work across multiple risk classes.

You will liaise with FO Quants, Traders and Risk Managers, ensure adherence to the model governance, and contribute to the internal pricing library (VLib).

📌 Cross-Asset XVA Model Validator (Montreal)
🏢 Groupecreditagricole
📍 Montreal

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