Quantitative analyst assistant M/F

Description de l'offre

Credit Agricole Corporate and Investment Bank is seeking to fill an VIE position for its ALM/CPM group in New York. You will be responsible to assist the work of the Quantitative Analyst for ALM/FTP (Fund Transfer Pricing) topics in supporting research efforts and in preparing monthly and ad-hoc analytics for ALM/CPM activities.
Your main miss will be to :
- Support development of various pricing and managerial toolkits in relation to risk-adjusted profitability as well as Economic Capital and Regulatory Capital consumptions;
- Perform various spot research assignments, update/enhance previous quantitative research, and undertake longer-term Quantitative Research work;
- Establish methods (estimation, data nomenclature/source, calibration, back-testing) to estimate the mark-to-model loan price and forecast transition matrix related to portfolio exposures using internal and external data sources;
- Contribute to document regulatory evolutions (Basel Committee…) and best practices;
- Support generation, review and analyses of local liquidity cost;
- Support generation, review and analyses of local BIS3 estimates and analysis of Head Office results.
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.

Profil recherché

Previous exposure to Financial Analysis, Macro Economics, Fixed Income, Risk Management or Banking is a plus.
Experience working or studying on subject related to CPM, ALM, Risk Management or Basel 2 is a plus.
Hard Skills:Financial Analysis; Macro Economics;Fixed Income; Risk Management.
Soft skills:Excellent communication skills;Strong work ethic; Strong analytical skills;Ability to work independently.
Computer skills : XLS, ACCESS, VBA.Proficient in Excel, Matlab and Access a plus.