Quantitative Analyst
香港 Hong Kong (中西區 Central and Western District) IT development
Job description
Vacancy details
General information
Entity
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.
Reference number
2017-26037
Publication date
23/09/2018
Job description
Business type
Types of Jobs - Corporate & Investment Banking
Contract type
VIE Programme
Term (in months)
12
Expected start date
01/12/2018
Job summary
In CACIB, the Quantitative Research (QR) team is present in Paris, London, New York and Hong Kong. Its main mission is to define and develop models and methods used by the trading to price and hedge derivatives products.
In Hong Kong, the quantitative research aims to:
- support/train the local trading on all models/methods developed by the QR team ;
- contribute to studies, implementation and tests of models in coordination with the QR team.
Your will contribute to the missions of the QR team in Hong Kong mentioned previously through:
- Update, development of tools / pricers for the linear desks ;
- Theoretical studies, model tests and developments for the non linear desks.
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.
Job location
Geographical area
Asia, Hong Kong
City
HONG KONG
Desired profile
Candidate criteria
Minimal education level
Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
Academic qualification / Speciality
Academic background : University or Engineering School.
Speciality in Financial Mathematics or Financial Engineering.
Level of minimal experience
0-2 years
Required skills
Hard Skills:
- Strong academic background in financial mathematics ;
- Programming skills (C++).
Soft skills:
- Strong communication and interpersonal skill ;
- Motivated;
- Rigorous ;
- Team-oriented.
Technical skills required
Programming skills (C++)
Languages
Fluent in English