Permanent Contract

Analyst / Associate - Securitization Quantitative Team

Modified on 15/10/2024

  • NEW YORK - United States Of America
  • Finance / Accounting
  • 2024-93207

Job description

Overview

 

Crédit Agricole CIB offers its clients a large range of products and services in capital markets, investment banking, structured finance and corporate banking.

 

The Corporate and Investment Bank is structured around six major divisions:

·         Global Markets

·         Client Coverage & International Network

·         International Trade & Transaction Banking

·         Global Investment Banking

·         Structured Finance

·         Debt Optimization and Distribution

 

The Bank provides support to clients in large international markets through its network with a presence in major countries in Europe, America, Asia Pacific and the Middle East. Global Markets handles all sales and trading activities on the primary and secondary markets (rates, credit, foreign exchange, fixed-income, securitization and treasury) for products designed for corporates, financial institutions and large issuers. These trading and sales entities are supported by dedicated research departments.

 

The Securitization product line within the Global Markets division revolves around the origination and structuring of financing solutions backed by assets or cash flows for the clients of Crédit Agricole CIB.

Securitization is a global product line offering all types of trading based on any type of asset or cash flow:

·         without recourse or with very limited recourse to seller;

·         with direct execution (cash flow ABS, project bonds, long-term ABS) or indirect execution (channels).

 

Key Responsibilities

 

·         Ensure correct and robust implementation of the Bank securitization models in compliance with the internal methodologies for rating securitization exposures.

·         Assist the structuring teams in their quantitative needs

·         Contribute to the team effort to improve internal models and measure their efficiency.

·         Take in charge the modeling of securitization transactions in which the Bank takes part and contribute to the internal credit process.

·         Handle capital requirement, liquidity costs and profitability indicator calculations for multiple asset classes.

·         Contribute to the team research efforts on prospective asset classes (quantitative and regulatory analysis).

·         Remain aware of Rating Agency’s publications and contribute to answering Request for Comments.

 

Counterparties and Clients

 

Key Internal Contacts

·         Structurers

·         Risk department

·         ALM and Treasury departments

·         IT for implementation in the Bank systems

·         Management

 

Key External Contacts

·         Occasionally, Rating Agencies, External Clients

Complément

Salary Range: $125k - $160k

    • Minimum level of study
    • Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
    • Training / Specialization
    • At least Masters degree level.
      Required:Relevant financial modeling ability to at least Masters degree level.Strong technical background:     - Cash-Flow modeling     - Monte-Carlo simulation     - Numerical optimization Desired:2-5y experience in a securitization structuring or modeling team is desirable.
    • Minimum experience level
    • 3-5 years
    • Compétences recherchées
    • Strong programming skills: Python, VBA, Excel Modeling.Good knowledge of numerical methods such as Monte Carlo and Optimization algorithms.Mathematics, Statistics.
      Good organization and planning skills.Strong motivation, entrepreneurship and commitment.Strong team spirit and the ability to interact with other team members and with rating agencies.Ability to work under time constraints.Good communication skills, both oral and in writing.Autonomy.Knowledge of securitization models and products and of the main interest rates and credit models and products.

  • 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

Analyst / Associate - Securitization Quantitative Team

Published the 15/10/2024

Permanent Contract
  • NEW YORK - United States Of America
  • Finance / Accounting
  • 2024-93207

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