Securitization Quantitative Team  Your main mission will be

Job description

Détail de l'offre

Informations générales

Entité

Crédit Agricole CIB est la banque de financement et d'investissement du Groupe Crédit Agricole, 13e groupe bancaire mondial par les fonds propres Tier 1 (The Banker, juillet 2017).
Crédit Agricole CIB propose à ses clients une gamme étendue de produits et services dans les métiers de la banque de marchés, de la banque d'investissement, des financements structurés et de la banque commerciale.
Ses activités s'articulent autour de six pôles majeurs :
• Relations clients et réseau international,
• Banque commerciale et Trade,
• Banque d'investissement,
• Financements structurés,
• Banque de marchés,
• Optimisation de la Dette et Distribution.
La Banque accompagne les clients sur les grands marchés internationaux grâce à son réseau mondial dans les principaux pays d'Europe, des Amériques, d'Asie-Pacifique et du Moyen-Orient.

Référence

2018-35427  

Date de parution

05/12/2018

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. - Commercial / Relations Clients

Type de contrat

VIE

Durée (en mois)

12

Date prévue de prise de fonction

01/03/2019

Missions

You will join CACIB New York and especially Debt Capital Market Department.

CACIB has a network of 20 trading rooms around the world, of which five are liquidity centres: London, Paris, New York, Hong Kong and Tokyo. It offers its clients a strong positioning in Europe, Asia, the Middle East and in the United States. 

The Debt Capital Markets (DCM): team is present around the globe and is focused on the origination and structuring of bond solutions for corporates, financial institutions, sovereigns, supra-nationals and agencies.

 

 Your main mission will be:

Within Securitization Americas Quantitative Team and under the supervision of the team manager, you will contribute to the following tasks:

1. Support the team in the quantitative analysis of securitization transactions in which the Bank takes part. This includes:
o run portfolio stratifications and statistical analysis of performance data,
o run internal models,
o contribute to internal credit process for securitization transactions.

2. Contribute to the development and/or improvement of internal models (computational efficiency, convergence, accuracy of the modeling), and take the lead on a specific project.

3. Understand and analyze the Capital Requirement Regulation, assist the team in regulatory analysis and profitability calculations.

 

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.

 

Localisation du poste

Zone géographique

Amérique, Etats-Unis d'Amérique

Ville

NEW YORK

Desired profile

Critères candidat

Niveau d'études minimum

Bac + 5 / M2 et plus

Formation / Spécialisation

Academic background : Engineering/Computer science School

Specialization :
- Mathematics
- IT
- Market
- Finance

Niveau d'expérience minimum

0 - 2 ans

Expérience

- 0 – 2 years
- An internship or a first experience within an investment bank is a plus but is not
mandatory.

Compétences recherchées

Hard Skills :
- Outstanding analytical skills
- Good knowledge of Financial Markets and Economy.

Soft Skills :
- Ability to communicate and explain clearly and concisely complex ideas and models ;
- Ability to explain complex reasoning in writing ;
- Teamwork ;
- Ability to adapt quickly to a new and very demanding environment.

Outils informatiques

- IT development skills (good knowledge in Python, Matlab, SQL, VBA).

Langues

Fluent in English required