CA CIB Americas

Technical / Risk


Quantitative risk analyst

08 January United States, NEW YORK Volunteering

You will joint CACIB New York and especially Risk And Permanent Control Department (RPC)
The Risk & Permanent Control Department (RPC) masters and controls all the risks of the Crédit Agricole CIB Group, including those for International Private Banking: individual risks (or counterparty risks), market risks, country or portfolio risks, and operational risks.
It also manages the network of Permanent Control correspondents. 

Within the Risk Department, the Market and Credit Risk (MCR) unit is responsible for managing market and counterparty risks on market transactions.You will join a team of three quantitative analysts dedicated to calculating / estimating pre-trade counterparty risk exposures on market transactions.

Your main responsibilities will be :
- Pricing and calculation of counterparty risk exposures on market transactions with the systems and methodologies in place

- Active communication with trading and sales for explanation of calculations and methodology

- Develop Excel / VBA applications for some ad-hoc calculations

- Test the new implementations of the monte-carlo pricing and simulation library

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 web

Previous experiences in financial market will be appreciated.

Academic Background : University, Computer science or Engineering School.

Specialization : Financial Market /RIsk Management / Financial Mathematics.