Cross-Asset Xva Model Validator
Crédit Agricole Assurances
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).
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Vacancy posted 2 hours ago
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