Quantitative Analyst M/F
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! A first quant experience is expected 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
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