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Quantitative Analyst- Associate Level
2 weeks ago
**Description du poste**:
- Responsible for the validation of pricing model used by product Lines
- Implementation of alternative pricing model
- Study of model risk
- Contribution to the design, specifications and implementation of the reserves methodologies for the model risk
- Involvement in all products / new activities
- Poste avec management
- Non
- Niveau d'étude minimum
- Bac + 3 / L3
- Formation / Spécialisation
- Good level in mathematics and especially probability theory, stochastic processes, statistics, partial differential equations and numerical methods
- Good understanding of option pricing theory ( i/e quantitative models for pricing and hedging derivatives)
- Strong analytical and problem solving abilities
- C/C++ programming
- Team work oriented
- Niveau d'expérience minimum
- 3 - 5 ans
- Langues
- English, French
- **Entreprise Crédit Agricole CIB**:
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