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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 management activities for validation work (communication and coordination of all essential work with different stakeholders). Telecommuting permitted up to 2 days per week. Must report to office 3 days per week. REQUIREMENTS:Masters degree or equivalent in Mathematical Finance, Finance, Economics, Statistics, or Mathematics and 2 years of experience in the job offered or a related role. Must have 2 years of experience with all of the following: performing portfolio-level catastrophe risk assessments using RMS tools including Risk Modeler, Risk Link, and Risk Intelligence; producing key risk metrics like Average Annual Loss (AAL), Return Period Losses, and Probability Curves for natural and man-made perils; modeling and pricing complex financial instruments (e.g., 144A Catastrophe Bonds), and applying probabilistic and statistical modeling techniques using MIU and MIU Contracts to calculate loss distributions and generate transaction summary reports; automating and streamlining portfolio analysis and reporting workflows using Python Rest APIs and AWS tools including Lambda and step functions for scalability, transparency, and reproducibility of modeling tasks; conducting independent quality assurance of model inputs, exposure data and outputs, identifying inconsistencies, validating assumptions, and ensuring results align with RMS documentation and modeling standards; the scientific and computational design of catastrophe models and RMS product architecture, enabling clear interpretation of model structure, logic, and sensitivity to parameter changes; producing client-ready analytical reports and presentations, and clearly explaining methodologies, model driven results, and key risk drivers to both technical and non-technical stakeholders; and working on multiple cross-domain modeling projects across capital markets and insurance risk, maintaining analytical accuracy, documentation rigor, and effective coordination with cross-functional teams. SALARY: $175,100 - $225,000/year. TO APPLY: Send resume to CARecruitmentUS@ca-cib.com and reference code 18543.00394.