Credit Agricole America Services Inc

Credit Agricole America Services Inc. seeks Quantitative Analyst in New York, NY to validate mathematical and statistical models used in risk management, financial security, and forecasting, ensuring compliance with regulatory standards. Conduct statistical analysis to assess model performance and accuracy. Present complex concepts and findings to senior management via memos, presentations, emails, and/or meetings. Employ advanced statistical and mathematical techniques in validation activities. Develop and implement comprehensive testing framework based on SR11-7 regulatory guidelines. Identify limitations and devise controls to mitigate model risks. Conduct risk assessment testing and discussions with relevant stakeholders. Validate complex Compliance, Market and Liquidity and Securitization models. Review findings on models in line with regulatory requirements. Prepare detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC). Perform project...