Quantitative Analyst
Crédit Agricole CIB
Paris, France
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Crédit Agricole CIB is the Corporate and Investment Banking arm of the Crédit Agricole Group, the world's n 13 bank measured by Tier One Capital (The Banker, July 2017)

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 :

  • Client Coverage & International Network,
  • International Trade & Transaction Banking,
  • Global Investment Banking,
  • Structured Finance,
  • Fixed Income Markets,
  • Debt Optimisation 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.

    Business type

    Corporate & Investment Banking

    Key Responsibilities

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

  • Risk department
  • ALM and Treasury departments
  • IT for implementation in the Bank systems
  • Key External Contacts

  • Occasionally, Rating Agencies
  • Special Role Requirements


    Qualifications / Education Required :

    At least Masters degree level.

    Experience Required :

    Relevant financial modeling ability to at least Masters degree level.

    Strong technical background :

  • Monte Carlo simulation.
  • Numerical optimisation.Previous experience in a financial markets area is desirable.
  • Competencies Required :

    Strong programming skills : Python, VBA, C#, Matlab, SQL.

    Strong knowledge of numerical methods such as Monte Carlo and Optimisation algorithms.

    Skills & Knowledge Requirements

    Good organisation and planning skills.

    Strong motivation, entrepreneurship and commitment.

    Strong team spirit and the ability to interact with all 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.

    Geographical area

    America, United States Of America

    Minimal education level

    Bachelor Degree / BSc Degree or equivalent

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