Credit Agricole New York , NY 10007
Posted 5 days ago
You will join CrÃdit Agricole CIB Americas as QuantitativeÂAnalyst.Â
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You will be required to work on the modelÂSmooth Forward who is a popular model for interest rate curves.The main idea is behind this method is that curve dynamic is determined by a number of smooth factors.
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Your concrete missions will be the following:Â
Exploring 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.
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To be eligible for a VIE:
Be less than 29 years old
Be graduated of Master Degree
Be EU citizen
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Donât forget to mention this information explicitly in English in your resume and/or cover letter!
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#LI-DNI
Hard Skills:Â
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
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Soft Skills:Â
Strong work ethic
Excellent interpersonal and communication skills
Credit Agricole