CA CIB Americas

Financial director / Consolidation


Securitization quantitative analyst

08 December United States, NEW YORK Volunteering

Your duties are the following:

Under the supervision of the Quantitative Team Manager, provide support to the Securitization Quantitative Team in the quantitative analysis of securitization transactions in which the Bank takes part, or in which the Bank acts as arranger.
This includes the following tasks:
- run portfolio stratifications

- run statistical analysis on performance data

- contribute to the internal credit process for the rating of securitization transactions.

Contribute to the maintenance and to the improvement of internal models for Capital Requirement calculations (computational efficiency, convergence of the model, accuracy of the modeling) and handle operational tasks (impact studies for new transactions).

Understand and analyze the Capital Requirement Regulation and STS Regulation and assist the team in regulatory analysis and Profitability Indicator calculations for multiple asset classes, under the supervision of the Quantitative Team Manager

Take the lead on a specific research or IT development project (example of projects include development of a CLO model in Python, participate in market research about Market Place Lending, maintain and improve the Aircraft model, develop VBA tools for the team), under the supervision of a Quantitative Team member and of the Quantitative Team Manager.

Analyze and summarize Rating Agency's publications and contribute to answering Request for Comments.

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.

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:

An internship or a first experience within an investment bank is a plus but is not mandatory

Engineering/Computer science School

Specialization: Mathematics, IT, Market Finance.