Quantitative Analyst M/F

Descripción del puesto:

Description du poste

Type de métier

Types de métiers Crédit Agricole S.A. - Financement et Investissement

Types de métier complémentaires

Types de métiers Crédit Agricole S.A. - Analyse financière et économique
Types de métiers Crédit Agricole S.A. - Finances / Comptabilité / Contrôle de gestion

Intitulé du poste

Quantitative Analyst M/F

Type de contrat

VIE

Durée (en mois)

12

Date prévue de prise de fonction

01/04/2026

Missions

You will join Crédit Agricole CIB Americas as a Quantitative Analyst.

You will be required to work on the Smooth Forward which is a popular model for interest rate curves. The main idea behind this method is that curve dynamic is determined by a number of smooth factors.

Your concrete missions will be the following:
* Explore this model for USD curve.
* Continue 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.

To be eligible for a VIE:
- Be less than 29 years old
- Be graduated of Master Degree
- Be EU citizen

Don't forget to mention this information explicitly in English in your resume and/or cover letter!

Localisation du poste

Zone géographique

Amérique, Etats-Unis d'Amérique

Ville

NEW YORK

Critères candidat

Niveau d'études minimum

Bac + 5 / M2 et plus

Formation / Spécialisation

Are you our future VIE ?

You are postgraduate of a Master Degree from an University or Engineering School with a specialization in Mathematics, statistics, computer science or engineering.

Niveau d'expérience minimum

0 - 2 ans

Expérience

A first quant experience is expected

Compétences recherchées

Hard Skills:
* 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.

Soft Skills:
* Strong work ethic
* Excellent interpersonal and communication skills