Job Description

Description du poste

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

    Dont forget to mention this information explicitly in English in your resume and/or cover letter!

    Apply for this Position

    Ready to join Crédit Agricole CIB? Click the button below to submit your application.

    Submit Application