Internship - 6 months - Valuation Risk Analyst F/H

Descripción del puesto:

Company Description

Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.
Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.
As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d'Epargne retail networks, Natixis CIB benefits from the Group's financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A1, Fitch Ratings: A+, R&I: A+).

Job Description

POSITION AND MISSIONS
You are joining our Valuation Risk - Rates, FX& Inflation team within the Market Risk department, which is looking for a Valuation Risk Analyst for an internship of 6 months from May 2026.

In collaboration with your tutor, your main tasks will be:
Become familiar with the processes currently in place for valuing Bermudian rate options.(review of documentation and tools currently used) ;
Review the methodologies for calibrating the parameters associated with the valuation of Bermudian rate options.
To be a driving force behind the implementation of a new IPV calibration solution within the scope of Bermudian rate options.
Document the proposal and support the implementation of this solution in the Valuation Risk framework.

#FinanceTransformative
You operate in an international and inclusive environment, promoting collaboration with concrete missions and a real impact. We will accompany you throughout your experience with us so that you can learn and develop your skills by working alongside experienced professionals.
You also have the opportunity to commit yourself in favor of society and causes that are close to your heart through our corporate foundation.
In addition to an attractive internship allowance calculated according to your training and level of education, you benefit from a reimbursement of 60% of your transport ticket, one day of paid leave for each month worked and access to the company restaurant.
You will also have access to the works council. Automatic translation

Required Skills/Qualifications/Experience

As a 5-year post-secondary student, you are preparing a degree (university or engineering school), with a specialization in quantitative finance.

You have knowledge of pricing models, parameters and basic products, sensitivities.
You are proficient in office tools (Excel, Word) and at least a programming language (preferably Python).
You have excellent interpersonal skills and a very good ability to listen.
You are dynamic, rigorous, and attentive to detail.
And last but not least, you are perfectly fluent in English.

You will be contacted by one of our recruiters before meeting our business experts. An ideal moment of exchange to highlight your personality and your project.

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