Cross-Asset Quant Pricing & XVA Validator | Hybrid

A global investment bank in Montreal is seeking a candidate for a role focused on validating pricing models for Cross Assets products within the Market Risk Analytics team. The ideal applicant will engage with various stakeholders to ensure compliance with internal governance while contributing to the development of the model validation process. Candidates should have a strong quantitative background, preferably in Finance or Mathematics, and will thrive in a hybrid work environment with a commitment to social and environmental responsibilities.
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