Stir Consulting Inc company
We are currently hiring a Senior Quantitative Analyst with strong focus on mathematics and stochatic calculus.
Relocation packages offered for candidates willing to move to Montreal, QC.
What you will do
- Responsible for the validation of pricing model used by product Lines
- Implementation of alternative pricing model
- Study of model risk
- Contribution to the design, specifications and implementation of the reserves methodologies for the model risk
- Involvement in all products / new activities
- Provide quantitative support to the risk management for all quantitative issues on P&L, sensitivities, VaR etc..
- In charge of some IPV processes
Skills:
- Good level in mathematics and especially probability theory, stochastic processes, statistics, partial differential equations and numerical methods
- Good understanding of option pricing theory ( i/e quantitative models for pricing and hedging derivatives)
- Strong analytical and problem solving abilities
- C/C++ programming
- Team work oriented
