Analyste quantitatif H/F

Job description

Crédit Agricole CIB is the corporate and investment bank of the Crédit Agricole group. The Regulatory Market Model Validation department validates models and monitors model risk across the bank in France and internationally.

Within the Paris-based team, you will independently review quantitative models developed for business and risk management needs, including market risk, ALM and compliance. You will assess model data, concepts, assumptions, implementation and results.

You will apply your knowledge of finance and mathematics to topics involving stochastic calculus, modelling, data science and machine learning. You will partially or fully reimplement models and develop benchmarks using C++, Python and Dataiku to assess implementation quality, robustness and model risk.

You will write validation reports in English, prepare presentation materials, present conclusions to validation committees, propose improvements and recommend model-risk mitigation factors. You will adapt your communication to different audiences and work with international entities.

Profile

• Postgraduate degree, engineering degree or Master 2 in mathematics, statistics, computer science or a related scientific field.
• Three to ten years of experience in model development or validation, with operational experience in market or compliance risk.
• Strong knowledge of applied mathematics in finance and data processing.
• Proficiency in C++, Python, standard machine-learning libraries and database-management tools.
• Fluent written and spoken English.
• Curious, willing to learn, organised, autonomous and able to work effectively in a team.

About Crédit Agricole CIB

Crédit Agricole CIB supports major companies and financial institutions in their development and project financing. It offers a multicultural working environment, professional development and mobility opportunities across more than 30 international locations, with a culture based on collaboration, innovation and openness.