Senior Quantitative Analyst

  • 33230
  • Life - Other
  • |
  • Quebec, Canada
  • |
  • Jan 16, 2018
Insurance
RESPONSIBILITIES
  • Quantify and do the modeling of the investment risks: market risk, liquidity risk and credit risk.
  • Calculate credit VAR, portfolio VAR, asset-liability management, dynamic hedging program for seg fund guarantees, and liquidity ratios scenarios.
QUALIFICATIONS
  • Excellent knowledge of Word and Excel software.
  • Master of SAS software.
  • Excellent team spirit.
  • Adaptability.
  • Aptitude for computer science.
  • Excellent communication, both oral and written.
  • English advanced level.
  • Good stress management.
  • Sense of responsibilities, organization and autonomy.
  • Sense of initiative.