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About Crédit Agricole CIB Canada

Crédit Agricole CIB Canada Branch operates out of Montreal and Toronto, offering financial services to Canadian financial institutions, banks, pension funds, sovereign and supranational agencies, as well as major Canadian multinational corporations. Supporting functions like KYC, back office, risk management, IT, legal, and finance are managed through Crédit Agricole Services & Operations, which supports operations across the Americas and complements the global platforms in Europe and Asia following a "follow the sun" model. The firm is recognized as a Great Place to Work and fosters a highly engaged workforce.

Position Overview

This role involves validating pricing models for Cross Assets products and computing XVAs within the Market Risk Analytics (MRA) model validation team. Reporting to the MCR/MMRW/MRA manager, the analyst is responsible for ensuring thorough validation of pricing models and XVA calculations that integrate various risk components across indices, equities, interest rates, FX, credit, and other classes.

Key Responsibilities

Validate pricing models used for Cross Assets and XVA products following the established model validation procedures.
Maintain communications with team clients including front office quants, traders, and risk managers, aligning with schedules to meet objectives related to XVA/Cross Assets and other risk products, including annual reviews and activity reports.
Develop and manage the internal pricing library (VLib) in line with governance policies.
Ensure consistent validation practices across product lines and share expertise broadly.
Monitor NAP and CSTC processes relevant to assigned responsibilities.
Apply and uphold all Crédit Agricole CIB and Group model governance rules.
Collaborate regularly with other Market and Credit Risk stakeholders and support risk management teams on quantitative matters for cross-asset and cross-functional products.

Legal and Regulatory Compliance

Adhere to all relevant legal, regulatory, and compliance requirements stipulated by the group.
Maintain current professional knowledge and qualifications through mandatory training programs.

Reporting Structure and Stakeholders

The role reports hierarchically to Christophe Santune, Director of CASO Montreal and Head of CASO Risks, and functionally to Benoit Rodriguez, CACIB Paris – RPC MCR MRA. Key internal interactions include front office trading, quantitative research teams, risk managers of various lines, and IT. External contacts may involve auditors, inspectors, and regulatory authorities where necessary.

Company Ethos

Crédit Agricole CIB ranks among the top ten largest banking groups globally and champions responsible finance with strong social and environmental commitments. Employees experience a vibrant multicultural workplace offering skill development and international mobility across more than 30 locations. The culture promotes collaboration, innovation, and inclusion, valuing and empowering every individual. The bank is an equal opportunity employer inviting applications from diverse backgrounds and welcoming candidates with disabilities.

Additional Information

Work model: Hybrid with onsite presence.
Legal obligation: Comply with group regulations and maintain qualifications.
Recognition: By balance sheet size - The Banker, July 2025.

Quantitative Analyst

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