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

Quantitative Analyst


Vacancy details

General information

Entity

About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)

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 2021). Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and 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

2021-59787  

Update date

19/08/2021

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Quantitative Analyst

Contract type

Permanent Contract

Job summary

Summary

 

Responsible for the validation of the Algorithmic trading within the London model validation team and reporting to the deputy Head of the model validation team in London.

 

Key Responsibilities

 

Validation of Algorithmic Trading developed by the Front Office.

Responsible for the validation of the Algorithms implementation.

Design and perform the tests required to assess the robustness and behaviour of the Algorithm.

Conduct a risk assessment of the Algorithms studied and challenge the monitoring proposed by the FO. Propose alternative/additional risk measures and monitoring if necessary.

Provide support for the Risk Management on the Algorithmic Trading validated by MRA.

 

Others product lines (Interest rates, Foreign Exchange, Credit derivatives…)

Involved if necessary in the validation processes of other business lines within the perimeter of the Model Validation team of Pricing models (MRA)

 

 

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.

 

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Essential

Education to degree level, however candidates with the required skill set will be considered.

Strong skills in mathematical finance.

Desirable
A PhD in a quantitative subject is a plus.

Required skills

Required

Experience in dealing with derivatives and pricing models.
 
Analytical, innovating, rigour, planning, team working.

Good communication skills and writing capability.
 

Technical skills required

Required

Good programming skills (Python, Java, or C++...)

 

Desirable
Knowledge of Algorithmic Trading