Quantitative Analyst In Hong Kong, the quantitative research (QR) aims to

Job description

Détail de l'offre

Informations générales

Entité

Crédit Agricole CIB est la banque de financement de d'investissement du groupe Crédit Agricole, 12e groupe bancaire mondial par les fonds propres Tier1 (The Banker, juillet 2018). Près de 8300 collaborateurs répartis en Europe, Amériques, Asie-Pacifique, Moyen-Orient et Afrique du Nord, accompagnent les clients de la Banque dans la couverture de leurs besoins financiers à travers le monde. Crédit Agricole CIB propose à ses clients grandes entreprises et institutionnels une gamme de produits et services dans les métiers de la banque de marchés, de la banque d'investissement, des financements structurés, de la banque commerciale et du commerce international. Pionnier dans le domaine de la finance Climat, la Banque occupe aujourd'hui une position de leader sur ce segment avec une offre complète pour l'ensemble de ses clients.

Pour plus d'information : www.ca-cib.fr

Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/   

Référence

2020-46292  

Date de parution

27/02/2020

Description du poste

Type de métier

Types de métiers Crédit Agricole S.A. - Financement et Investissement

Types de métier complémentaires

Types de métiers Crédit Agricole S.A. - Analyse financière et économique
Types de métiers Crédit Agricole S.A. - Finances / Comptabilité / Contrôle de gestion

Type de contrat

VIE

Durée (en mois)

12

Date prévue de prise de fonction

01/06/2020

Poste avec management

Non

Cadre / Non Cadre

Non cadre

Missions

You will join Credit Agricole CIB Hong Kong  as Quantitative Analyst.

In CACIB, the Quantitative Research (QR) team is present in Paris, London, New York and Hong Kong. Its main mission is to define and develop models and methods used by the trading to price and hedge derivatives products.

In Hong Kong, the quantitative research (QR) aims to:
- support the local trading on all models/methods developed by the QR team
- contribute to studies, implementation and tests of models in coordination with the QR team

 

As Quantitative Research Analyst, you will have to :

-  Update, development of tools / pricers for the linear desks
-  Theoretical studies, model tests and developments for the non linear desks 

In addition to the above requirements, you should be able to work on prospective quantitative studies that involve implementing and applying Data Sciences/Machine learning techniques to help decision making algorithms for trading purposes.

Machine Learning Research Subject:
Model Independent Pricing and Deep Hedging: Inspired by recent paper Buehler et al. (2018), the purpose is to examine whether using machine learning algorithms can be used for optimal hedging and pricing derivatives in incomplete markets. 

You will exchange mainly with Quantitative Research team and Non-linear and linear traders in Hong Kong (Credit, Rates, FX, Structured Rates and Hybrids).

The VIE contract in short:
According Business France's eligibility conditions, the Volontariat International en Entreprise (VIE) is an assignment in a French company operating overseas for professionals between the age of 18 and 28 who are European Union nationals.

! IMPORTANT !
To apply, you need to meet the conditions mentioned above. If not, your application will not be selected.
If you are eligible, join your CV and a cover letter in English – and mention: your age and nationality.
For further information about the eligibility conditions to this programme, we invite you to go to Business France website: www.civiweb.com.

Localisation du poste

Zone géographique

Asie, Hong-Kong

Ville

HONG KONG

Desired profile

Critères candidat

Niveau d'études minimum

Bac + 5 / M2 et plus

Formation / Spécialisation

Academic Background : University or Engineering School.

Specialization required : Quantitative Finance, Financial Mathematics or Machine Learning in Finance.

Niveau d'expérience minimum

0 - 2 ans

Compétences recherchées

Hard Skills :
- Financial Derivatives
- Stochastic Calculus
- Financial Mathematics
- Machine Learning

Soft Skills :
- Good Communication Skills
- Team Work
- Flexibility/Adaptability
- Curiosity/Capacity of embracing new challenges
- Positive Attitude

Outils informatiques

- IT Skills: C++, Python, VBA, Excel.
- Level: intermediate to advanced

Langues

English and French Fluent