Quantitative Analyst

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.

• Â 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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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