Quantitative Analyst Intern: Model Validation for Pricing

Crédit Agricole SA; Greater London; Hybrid; GBP 13,000 - 20,000; Part time

Benefits offered by this job

Volunteering leave

Mentoring program

Mobility opportunities

Diversity networks

Job summary

Crédit Agricole CIB in London is offering a 12-month Quantitative Analyst Internship designed to validate pricing models in the FO team. Under supervision, you will assist in model validation, data analysis, and code development in the bank's internal libraries.

The role requires a Master in Financial Mathematics or equivalent, strong mathematical finance skills, and proficiency in C++ for library work. You will collaborate with FO Research, Risk, IT and Trading teams to ensure robust

Qualifications

• Bachelor degree level education or equivalent.
• Master in Financial Mathematics is required.

Responsibilities

• Organise and conduct the validation study with the internship supervisor.
• Conduct ad hoc analysis for Risk methodologies and provide technical support to RM teams.
• Contribute in the team’s internal library for pricing and XVA models/methods.

Skills

Mathematical finance

C++ programming

Teamwork

Education

Master in Financial Mathematics

Job description

Crédit Agricole CIB in London is offering a 12-month Quantitative Analyst Internship designed to validate pricing models in the FO team. Under supervision, you will assist in model validation, data analysis, and code development in the bank's internal libraries.

The role requires a Master in Financial Mathematics or equivalent, strong mathematical finance skills, and proficiency in C++ for library work. You will collaborate with FO Research, Risk, IT and Trading teams to ensure robust