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Intern Placement – Risk and Permanent Control - 12 Month Contract


Vacancy details

General information

Entity

Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 13th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2018). Nearly 8,000 employees in 34 countries across Europe, the Americas, Asia-Pacific, the Middle East and North Africa support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital markets activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.

For more information, please visit www.ca-cib.com

Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/
  

Reference number

2019-36092  

Publication date

16/05/2019

Job description

Business type

Types of Jobs - Risk Management / Control

Contract type

Internship/Trainee

Expected start date

01/07/2019

Job summary

This is an exciting opportunity to join a major European bank in London. The role is within the Risk And Permanent Control team.

 

You will have a great opportunity to manage a research study on the local correlation model and its implementation in the MRA library (VLib).

 

Key Responsibilities

 

You will be conducting a study of the literature on local correlations. You will review and determine which approach(es) is (are) robust for the pricing and risk management of various multi-underlying option types.

 

You will be taking ownership in implementing the selected approaches in the team's common library (VLib).

Job location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

• University graduate with a minimum classification of 2:1 or equivalent. Or an undergraduate currently during a course of study, predicted a minimum classification of 2:1 or equivalent

Required skills

Essential role requirements

• Analytical, innovating, planning, team working and independence.
• Strong skills in mathematical finance.
• Knowledge / experience in C++ programming and ability to programme in a common library project.

Desirable role requirements

• A PhD in a quantitative subject
• Previous experience of intern in research of financial mathematics.