A quantitative research analyst role at Crédit Agricole CIB focused on developing pricing tools, risk management models, and numerical methods for Fixed Income Non-Linear products. The role requires strong mathematical skills and experience in financial markets.
Primary responsibilities include developing and maintaining pricing tools for quantitative research, supporting trading, structuring, risk departments, and IT teams in developing numerical evaluation and risk management models for Fixed Income Non-Linear products.
The ideal candidate should have a Master's degree in Mathematics from an engineering school or university, with 3-5 years of experience in fixed income activities. Strong knowledge of derivative product valuation theory and market products is essential, along with proven experience in similar roles.
Crédit Agricole CIB offers a dynamic international environment with opportunities to work on cutting-edge financial technologies, develop AI/Machine Learning approaches, and contribute to cross-asset credit and bond research with competitive compensation and professional growth potential.
