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Infos clés de l'offre Crédit Agricole CIB

Emploi Securitization Quantitative analyst

Description du poste Crédit Agricole CIB

Fiche détaillée entreprise - Crédit Agricole CIB

Your duties are the following:

1. Under the supervision of the Quantitative Team Manager, provide support to the Securitization Quantitative Team in the quantitative analysis of securitization transactions in which the Bank takes part, or in which the Bank acts as arranger. This includes the following tasks:
- run portfolio stratifications ;
- run statistical analysis on performance data ;
- contribute to the internal credit process for the rating of securitization transactions.

2. Contribute to the maintenance and to the improvement of internal models for Capital Requirement calculations (computational efficiency, convergence of the model, accuracy of the modeling) and handle operational tasks (impact studies for new transactions).

3. Understand and analyze the Capital Requirement Regulation and STS Regulation and assist the team in regulatory analysis and Profitability Indicator calculations for multiple asset classes, under the supervision of the Quantitative Team Manager

4. Take the lead on a specific research or IT development project (example of projects include development of a CLO model in Python, participate in market research about Market Place Lending, maintain and improve the Aircraft model, develop VBA tools for the team), under the supervision of a Quantitative Team member and of the Quantitative Team Manager.

5. Analyze and summarize Rating Agency's publications and contribute to answering Request for Comments.


The VIE contract in short:
According Business France's eligibility conditions, the Volontariat International en Entreprise (VIE) is an assignment in a French company operating overseas for professionals between the age of 18 and 28 who are European Union nationals.

! IMPORTANT !
To apply, you need to meet the conditions mentioned above. If not, your application will not be selected.
If you are eligible, join your CV and a cover letter in English – and mention: your age and nationality.
For further information about the eligibility conditions to this programme, we invite you to go to Business France website: www.civiweb.com.

Compétences recherchées :

Hard Skills:
- Outstanding analytical skills ;
- IT development skills ;
- Good knowledge of Financial Markets and Economy.

Soft skills:
- Ability to communicate and explain clearly and concisely complex ideas and models ;
- Ability to explain structure complex reasoning in writing ;
- Teamwork ;
- Ability to adapt quickly to a new and very demanding environment.




Outils informatiques :

Good knowledge in object oriented programming.
Good knowledge in C#, Python and NumPy package, Matlab, SQL, VB.Net


CandidatureCandidature (cf. Bas de page)

Date mise à jour
22/09/2017
Date publication
28/07/2017
Métier
Gestionnaire de crédit/ financement
Entreprise
Crédit Agricole CIB
Secteur
Banque/ Assurance/ Finance
Affectation
NEW YORK
Pays
France
Type de contrat
VIE
Geolocalisation  Itinéraire
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