VIE Programme

Quantitative Analyst

Modified on 29/10/2024

  • NEW YORK - United States Of America
  • Corporate & Investment Banking
  • 2024-86538

Job description

You will join Crédit Agricole CIB Americas as a Quantitative Analyst. 

 


You will be required to work on the model Smooth Forward who is a popular model for interest rate curves. The main idea behind this method is that curve dynamic is determined by a number of smooth factors.

 

Your concrete missions will be the following


- Explore this model for USD curve.

- The research could be then continued on profit & loss explanation study using this model.

- Contribute to the support of quant library users, to development in the library, including quantitative tools that are supplied to the business.

 

 

 

To be eligible for a VIE:

- Be less than 29 years old

- Be graduated of Master Degree

- Be EU citizen

 

 

Don’t forget to mention this information explicitly in English in your resume and/or cover letter!

    • Starting date
    • 01/10/2024
    • Duration
    • 12
    • Minimum level of study
    • Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
    • Training / Specialization
    • Are you our future VIE ?

       

      You are postgraduate of a Master Degree from an University or Engineering School with a specialization in Mathematics, statistics, computer science, engineering.

    • Minimum experience level
    • 0-2 years
    • Compétences recherchées
    • Hard Skills

      • Mathematics (probability, financial mathematics), Statistics
      • Basic programming (C++, VBA, Python)
      • Finance and economics (fixed income preferred)
      • Advanced level in Excel and PowerPoint
      • Fluent French and English

       

      Soft Skills

      • Strong work ethic
      • Excellent interpersonal and communication skills
  • About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2022). 8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East and North Africa, support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital market activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients. For more information, please visit www.ca-cib.com Twitter: https://twitter.com/ca_cib LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/ By working every day in the interest of society, we are a group committed to diversity and inclusion. All our positions are open to people with disabilities.

Crédit Agricole CIB
Crédit Agricole CIB
Crédit Agricole CIB

Crédit Agricole CIB

Quantitative Analyst

Published the 27/05/2024

VIE Programme
  • NEW YORK - United States Of America
  • Corporate & Investment Banking
  • 2024-86538

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