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Moteur de recherche d'offres d'emploi Crédit Agricole CIB

Quantitative Analyst Internship

Vacancy details

General information


Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2019). Nearly 8,400 employees 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.

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Publication date


Job description

Business type

Types of Jobs - Corporate & Investment Banking

Contract type


Term (in months)


Expected start date


Management position


Job summary


  • The objective of this internship is to support the development of our quantitative franchise. The candidate will work specifically on credit risk measures from CDS or Bonds. He will ideally have knowledge of CDS pricing, CDS curve stripping, bond pricing, rate curve stripping from bonds, Z-spread etc. Research/literature review, implementation and tests in a production environment (.NET, python).


  • The candidate should have mathematics and object orienting coding skills (Phd in applied mathematics would be an advantage). He/she would preferably have good knowledge of option pricing models, know numerical optimization techniques and should be able to code in a .NET environment. Knowledge of Python would be appreciated.


  • The candidate should be curious, motivated to write research papers and show a maturity to explore new ideas.


Legal and Regulatory Responsibilities:

  • Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and Compliance policies and procedures as issued from time to time; Financial Security requirements, including, but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer.


  • Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.


Key Internal contacts:

  • GMR Management and teams in London and overseas, GMR HR team, Property and Corporate services team.


Position localisation

Geographical area

Europe, United Kingdom



Candidate criteria

Minimal education level

Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent

Academic qualification / Speciality

Postgraduate qualification in Mathematics, Economics or Statistics.

Required skills

To perform this role successfully the person will have experience of booking corporate travel and organising visas.

They will also have experience of working in a demanding environment, working to tight deadlines and changing itineraries.

They will have previous experience of providing secretarial assistance to senior management when required.

They will have experience of working in a team.

Technical skills required

Use of initiative
Ability to multi-task
Attention to detail: accurate
Respect for deadlines: prompt delivery and follow up
Good team worker

Computer literate, competent in MS office
Strong PowerPoint skills
Competent on the internet