SeniorQuantitativeAnalyst

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.com](https://www.cibc.com/en/about-cibc.html) **What you’ll be doing** The Senior Quantitative Analyst will be reporting to the Senior Director, Counterparty Credit Risk Methodology within the Quantitative Risk group of Capital Markets Risk Management (CMRM). In this role you will be responsible for providing first line of defence on the counterparty credit risk model used for counterparty trading limit monitoring as well as regulatory capital. This will include working with key front office and risk stakeholders on all aspects of counterparty credit 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 2-3 days per week on-site, while other days will be remote._ **How you’ll succeed** **· Risk Modeling** \- Address quantitative needs of the counterparty credit risk model through active analysis of critical issues with risk measures and delivering quantitative solutions. Provide consultative services and presentations regarding pricing, valuation and risk measurement of financial products, as required. Support continuous enhancement of the CMRM models for pricing and risk measurement of derivatives and other complex products for counterparty credit 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, ens