You will join Crédit Agricole CIB Americas as a Quantitative Analyst.
You will be required to work on the model Smooth Forward, which is a popular model for interest rate curves. The main idea behind this method is that curve dynamics are determined by a number of smooth factors.
Your concrete missions will be the following:
- Exploring this model for the USD curve.
- The research could then continue on profit & loss explanation study using this model.
- Contribute to the support of quant library users and 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 a graduate of a Master's Degree
- Be an EU citizen
Don’t forget to mention this information explicitly in English in your resume and/or cover letter!
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