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Job ID: 33230
Job Openings by Title Senior Quantitative Analyst
Location Quebec, Canada
Description:
Position:		 	Senior Quantitative Analyst

Company:			Insurance

Location:				Quebec

Job ID:			33230



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.
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