Quantitative Analyst

2 months ago

London, Greater London, United Kingdom Crédit Agricole CIB Full time
Job Description

Business Type: Financial Institution

Job Title: Quantitative Analyst

Job Summary:

The Model Validation team at Crédit Agricole CIB plays a crucial role in ensuring the viability, robustness, and reliability of financial models used for production purposes. The team is responsible for validating new models and methodologies, analyzing assumptions, and testing implementation and behavior. This involves close collaboration with the FO Research team, Trading desk, and Risk Management team.

Key Responsibilities:

  • Validate credit and XVA pricing models, including CVA, DVA, FVA, and IMVA.
  • Implement alternative pricing models and study model risk.
  • Participate in the design, specification, and implementation of reserves and provisioning methodologies for model risk.
  • Provide quantitative support to risk management for P&L, sensitivities, and VAR, as well as participate in non-credit quantitative issues and validation processes.

Requirements:

  • Master's degree in Financial Mathematics or equivalent.
  • Deep knowledge of credit derivatives pricing models, credit, CVA, DVA, and FVA pricing methods.
  • Experience in dealing with exotic derivatives.
  • Strong analytical, innovative, organized, and team-oriented skills.
  • Strong skills in mathematical finance, C++ programming, and ability to program in a common library project.
  • Python and VBA programming skills.
  • English language proficiency.

Confidentiality:

  • Treat all information as strictly confidential and not release, disclose, or divulge any information to any other person.
  • Comply with all applicable laws, regulations, codes, and policies, including the compliance handbook.

Legal and Regulatory Responsibilities:

  • Comply with all applicable legal, regulatory, and internal Compliance requirements.

  • Machine Learning and Quantitative Analyst

    2 months ago

    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Job Summary:Quantitative Talent Ltd is seeking a highly skilled Quantitative Researcher to join its team in London. This role focuses on alpha generation for high-frequency trading (HFT) and mid-frequency trading (MFT) strategies.Key Responsibilities:Develop and implement quantitative models for alpha generation, utilizing statistical and machine learning...

  • Machine Learning and Quantitative Analyst

    2 months ago

    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Job Summary:Quantitative Talent Ltd is seeking a highly skilled Quantitative Researcher to join its team in London. This role focuses on alpha generation for high-frequency trading (HFT) and mid-frequency trading (MFT) strategies.Key Responsibilities:Develop and implement quantitative models for alpha generation, utilizing statistical and machine learning...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Junior Quantitative Analyst Opportunity at Fourier LtdWe are seeking a highly skilled Junior Quantitative Analyst to join our Front Office team at Fourier Ltd. As a Junior Quantitative Analyst, you will be responsible for reviewing and improving current risk and pricing models, with a focus on quantitative modelling and mathematical techniques for...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Junior Quantitative Analyst Opportunity at Fourier LtdWe are seeking a highly skilled Junior Quantitative Analyst to join our Front Office team at Fourier Ltd. As a Junior Quantitative Analyst, you will be responsible for reviewing and improving current risk and pricing models, with a focus on quantitative modelling and mathematical techniques for...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Junior Quantitative Analyst Opportunity at Fourier LtdWe are seeking a highly skilled Junior Quantitative Analyst to join our Front Office team at Fourier Ltd. As a Junior Quantitative Analyst, you will be responsible for reviewing and improving current risk and pricing models, with a focus on quantitative modelling and mathematical techniques for...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Junior Quantitative Analyst Opportunity at Fourier LtdWe are seeking a highly skilled Junior Quantitative Analyst to join our Front Office team at Fourier Ltd. As a Junior Quantitative Analyst, you will be responsible for reviewing and improving current risk and pricing models, with a focus on quantitative modelling and mathematical techniques for...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Junior Quantitative Analyst Opportunity at Fourier LtdWe are seeking a highly skilled Junior Quantitative Analyst to join our Front Office team at Fourier Ltd. As a Junior Quantitative Analyst, you will be responsible for reviewing and improving current risk and pricing models, with a focus on quantitative modelling and mathematical techniques for...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Fourier Ltd Full time

    Junior Quantitative Analyst Opportunity at Fourier LtdWe are seeking a highly skilled Junior Quantitative Analyst to join our Front Office team at Fourier Ltd. As a Junior Quantitative Analyst, you will be responsible for reviewing and improving current risk and pricing models, with a focus on quantitative modelling and mathematical techniques for...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Anson McCade Full time

    Quantitative Analyst RoleWe are seeking a highly skilled Quantitative Analyst to join our team at Anson McCade. As a Quantitative Analyst, you will play a key role in managing and preparing large datasets, collaborating with researchers, and maintaining our codebase.Key ResponsibilitiesData Preparation: Manage and prepare large and noisy datasets for...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Anson McCade Full time

    Quantitative Analyst RoleWe are seeking a highly skilled Quantitative Analyst to join our team at Anson McCade. As a Quantitative Analyst, you will play a key role in managing and preparing large datasets, collaborating with researchers, and maintaining our codebase.Key ResponsibilitiesData Preparation: Manage and prepare large and noisy datasets for...

  • Quantitative Analyst

    2 weeks ago

    London, Greater London, United Kingdom The Opportunity Hub UK Full time

    Exciting Opportunity for a Quantitative AnalystThe Opportunity Hub UK is seeking a highly skilled Quantitative Analyst to join our team in London. As a key member of our quantitative trading team, you will be responsible for developing and implementing quantitative models for trading strategies, conducting rigorous data analysis to identify market...

  • Quantitative Analyst

    2 weeks ago

    London, Greater London, United Kingdom Hunter Bond Full time £70,000 - £275,000

    Job Title: Quantitative AnalystAt Hunter Bond, we are seeking a talented Quantitative Analyst to join our team of experts in building high-performance trading platforms. As a Quantitative Analyst, you will work closely with our team to design and develop cutting-edge trading solutions that drive business growth.Key Responsibilities:* Collaborate with our...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Anson McCade Full time

    Quantitative Analyst OpportunityAnson McCade is seeking a highly skilled Quantitative Analyst to join our team in a collaborative environment. As a Quantitative Analyst, you will be responsible for developing and implementing quantitative models to drive business growth.Key Responsibilities:Conduct in-depth analysis of market patterns and trends using...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Anson McCade Full time

    Quantitative Analyst OpportunityAnson McCade is seeking a highly skilled Quantitative Analyst to join our team in a collaborative environment. As a Quantitative Analyst, you will be responsible for developing and implementing quantitative models to drive business growth.Key Responsibilities:Conduct in-depth analysis of market patterns and trends using...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom The Opportunity Hub UK Full time

    Job Title: Quantitative AnalystWe are seeking a highly skilled Quantitative Analyst to join our team at The Opportunity Hub UK. As a Quantitative Analyst, you will play a key role in developing and implementing quantitative models for trading strategies, conducting rigorous data analysis to identify market opportunities and risks, and collaborating with...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom The Opportunity Hub UK Full time

    Job Title: Quantitative AnalystWe are seeking a highly skilled Quantitative Analyst to join our team at The Opportunity Hub UK. As a Quantitative Analyst, you will play a key role in developing and implementing quantitative models for trading strategies, conducting rigorous data analysis to identify market opportunities and risks, and collaborating with...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job Title: Quantitative AnalystCitigroup Global Markets Limited is seeking a highly skilled Quantitative Analyst to join our team. As a Quantitative Analyst, you will play a critical role in developing and implementing mathematical models to analyze and manage risk in our financial products.Key Responsibilities:Develop and maintain complex mathematical...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Anson McCade Full time

    Quantitative Analyst OpportunityAnson McCade is seeking a highly skilled Quantitative Analyst to join our team in a collaborative environment. As a Quantitative Analyst, you will be responsible for developing and implementing quantitative models to drive business growth and optimize trading strategies.Key Responsibilities:Conduct in-depth analysis of market...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Anson McCade Full time

    Quantitative Analyst OpportunityAnson McCade is seeking a highly skilled Quantitative Analyst to join our team in a collaborative environment. As a Quantitative Analyst, you will be responsible for developing and implementing quantitative models to drive business growth and optimize trading strategies.Key Responsibilities:Conduct in-depth analysis of market...

  • Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job Title: Quantitative AnalystCitigroup Global Markets Limited is seeking a highly skilled Quantitative Analyst to join our team. As a Quantitative Analyst, you will play a critical role in developing and implementing mathematical models to analyze and manage risk in our financial products.Key Responsibilities:Develop and maintain complex mathematical...