Sr. Quantitative Analyst @ CIBC

We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients.At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and what they contribute.To learn more about CIBC, please visit CIBC.comWhat you’ll be doingAs the Quantitative Analyst, Quantitative Risk, you’ll be reporting to the Senior Director, Quantitative Risk Methodology, within the Quantitative Risk group of Capital Markets Risk Management (CMRM). In this role, you’ll be responsible for providing first line of defense on the market risk models, both trading and nontrading models, as well as regulatory capital. This will include working with key front office and risk stakeholders on all aspects of market risk management and associated control framework.At CIBC we enable the work environment most optimal for you to thrive in your role. You’ll have the flexibility to manage your work activities within a hybrid work arrangement where you’ll spend 1-3 days per week on-site, while other days will be remote.How you’ll succeedRisk modeling - Address quantitative needs of the market risk models through active analysis of critical issues with risk measures and delivering quantitative solutions. Provide consultative services and presentations regarding pricing, valuation, forecasting, and risk measurement of financial products, as required. Support continuous enhancement of the CMRM models for pricing, forecasting, and risk measurement of derivatives and other complex products for market risk as well as calibration of model parameters. Ensure that all models meet various regulatory and business requirements.Project facilitation - Participate in projects across the Quantitative Risk group, ensuring deliverables are consistently met. Make recommendations based on the impact, effectiveness and feasibility of proposed valuation and risk… Apply To This Job