Crédit Agricole CIB Canada is seeking a skilled professional 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).
#J-18808-Ljbffr
Cross-Asset XVA Model Validator in Montréal employer: Crédit Agricole
Crédit Agricole CIB Canada is an exceptional employer that values its employees by fostering a collaborative and inclusive work culture. Located in the vibrant city of Montreal, the company offers competitive benefits, opportunities for professional growth, and a commitment to compliance and accuracy in payroll processes, making it a rewarding place for those looking to make a meaningful impact in their careers.
