Analyst / Associate - Securitization Quantitative Team

$125,000 - $160,000/Yr

CA CIB Americas - New York, NY

Full-time - Mid Level

New York, NY

5,001-10,000 employees

About the position

The Analyst/Associate position in the Securitization Quantitative Team at Crédit Agricole CIB involves supporting the structuring and modeling of securitization transactions. The role focuses on ensuring the correct implementation of securitization models, assisting structuring teams with quantitative needs, and contributing to the improvement of internal models. The position requires a strong technical background in financial modeling and quantitative analysis, as well as collaboration with various internal and external stakeholders.

Responsibilities

• Ensure correct and robust implementation of the Bank securitization models in compliance with internal methodologies for rating securitization exposures.
• Assist the structuring teams in their quantitative needs.
• Contribute to the team effort to improve internal models and measure their efficiency.
• Take charge of the modeling of securitization transactions in which the Bank participates and contribute to the internal credit process.
• Handle capital requirement, liquidity costs, and profitability indicator calculations for multiple asset classes.
• Contribute to the team research efforts on prospective asset classes (quantitative and regulatory analysis).
• Remain aware of Rating Agency's publications and contribute to answering Request for Comments.

Requirements

• At least a Master's degree level in a relevant field.
• Relevant financial modeling ability to at least Master's degree level.
• Strong technical background in cash-flow modeling, Monte-Carlo simulation, and numerical optimization.
• 2-5 years of experience in a securitization structuring or modeling team is desirable.
• Strong programming skills in Python, VBA, and Excel modeling.
• Good knowledge of numerical methods such as Monte Carlo and optimization algorithms.
• Strong organizational and planning skills.
• Strong motivation, entrepreneurship, and commitment.
• Strong team spirit and ability to interact with team members and rating agencies.
• Ability to work under time constraints.
• Good communication skills, both oral and written.
• Autonomy in work.
• Knowledge of securitization models and products, as well as main interest rates and credit models.

Benefits

• Salary Range: $125k - $160k
• Majority of positions eligible for remote work after successful integration period.