Crédit Agricole CIB

Direction financière / Consolidation

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ce recruteur

Quantitative analyst - developer H/F

15 février Hauts-de-Seine, Montrouge CDI

YOUR MISSIONS:
- Improve the architecture and develop new features in the Front Office XVA Analytics library

- Extend the continuous integration environment for the XVA library

- Build non regression tests in order to make the tool more robust

- Develop and maintain Excel trading tools

- Provide technical support and problems resolution expertise to Traders and other Quants

- Liaise With IT and Risk when necessary

- Liaise with the Trading and Structuring desks: library support, help to use new model and new pricing tools

- Previous experience in building and managing XVA systems (continuous integration, grid computation, SQL Server, etc.)

- Previous experience of a source code versioning tool.

Master degree in Computer Science or Engineering or equivalent experience.