Entité
Premier gérant d'actifs européen parmi les 10 premiers acteurs mondiaux [1], Amundi propose à ses 100 millions de clients - particuliers, institutionnels et entreprises - une gamme complète de solutions d'épargne et d'investissement en gestion active et passive, en actifs traditionnels ou réels.
Ses six plateformes de gestion internationales [2], sa capacité de recherche financière et extra-financière, ainsi que son engagement de longue date dans l'investissement responsable en font un acteur de référence dans le paysage de la gestion d'actifs.
Les clients d'Amundi bénéficient de l'expertise et des conseils de 5 300 professionnels dans 35 pays. Filiale du groupe Crédit Agricole, Amundi est cotée en Bourse et gère aujourd'hui plus de 2 000 milliards d'euros d'encours [3].
Amundi, un partenaire de confiance qui agit chaque jour dans l'intérêt de ses clients et de la société.
[1] Source : IPE « Top 500 Asset Managers » publié en juin 2022 sur la base des encours sous gestion au 31/12/2021
[2] Boston, Dublin, Londres, Milan, Paris et Tokyo
[3] Données Amundi y compris Lyxor au 31/03/2022
Référence
2021-59714
Date de parution
21/10/2022
Types de métiers Crédit Agricole S.A. - Risques / Contrôles permanents
In charge of developing, implementing, deploying and maintaining quant and risk related modules in FastTrack Analytics, the team’s analytical platform developed in .NET. Modules to the charge of the Quant developer encompass (but not limited to):
- OTC Derivative Pricer
1. Options / Notes: develop a flexible Monte Carlo pricing engine capable of supporting various types of structured notes, EMTN and options, including basket, quanto, look-back, callable etc. options. Include capability to batch the pricing of a series of structures on an automated, regular basis, together with price status reports
2. CFD Pricer: develop a pricer for Contract for Difference types of securities
3. FX Forward / FX Swap: develop a pricer for FX related derivatives
- Market Intelligence
1.Portage of the Market screening related tools developed by the Quant team in MS Excel to FastTrack Analytics, i.e. in VB.net, with automated data transactions, updates and reports.
- Stress Testing
1. Development of a stress-testing engine for funds, indexes, individual securities etc. based on several different methodologies, including simple stress, historical stress and factor-based stress models.
- Strategy Back-Testing and optimization
1.Development of Back-testing utilities for the risk analysis of various strategies
2. Deployment and maintenance of various optimization based solutions (multi-factor analysis, style analysis etc.)
-Others
1.Participation with the team to the building of the reporting object library.
2.Frequent communication with other CAAM offices in the region to assess their needs and mutualize resources, expectations and needs.
The incumbent will also be in charge of developing the various resources related to the project, including Presentations, technical documents and user support documentation.
Finally, the incumbent will also be expected to be highly pro-active, conducting market research on new methodologies, approaches and development resources and proposing new ideas for FastTrack Analytics.
Ecole de commerce / Université.
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