Crédit Agricole CIB

Summary

We are seeking a Computational Finance graduate to join our Global Market Division (GMD) within the XVA / Scarce Resources team. This role is ideal for recent graduates with a foundation in XVA modelling, AAD techniques, and Computational Machine Learning Engineering Skills. If you are skilled in programming (C++, Python, and SQL) and are looking to apply this in the financial sector, we encourage you to apply.

You will be part of a dynamic team that leverages advanced quantitative modelling and machine learning techniques to help create innovative solutions for XVA. This role offers a unique opportunity to study and assess models' behaviour and performance, help manage bank risks whilst optimizing resources, and implementing regulatory changes effectively.

Key Responsibilities

• Work alongside experienced trading, risk management, and quantitative teams to refine and implement financial models.
• Gain practical experience with Supervised, Unsupervised, and Reinforcement Learning algorithm and implementation in Pytorch.
• Assist in the development of XVA implementation in the XVACCR Library and understand the AAD methods implemented in order to recognise XVA sensitivities to market data
• Propose and discuss various solutions to use neural networks in E Trading, RWA optimisation and to speed up XVA computation
• Help ensure all developments are efficient and accurate, providing timely support to users.
• Deepen your understanding of financial models and numerical techniques.

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

• You hold a Bachelor’s or Master’s degree (or equivalent) in Computer Science, Engineering, or a related field.

Experience

• You have experience with programming in C++, Python, and SQL.

Required skills

• You are interested in further developing your skills in Computational Machine Learning Engineering, XVA modelling, and AAD techniques.
• You have strong problem-solving skills and a keen interest in financial engineering.
• You possess excellent communication skills and can collaborate effectively within a team.