Internship - 6 months - Quantitative Analyst Risks F/H

Descrizione del lavoro:

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 the 'Market and Counterparty Risk Modeling' group of the Natixis Risks department which is looking for a Quantitative Risk Analyst, for a 6-month internship from March 2026.

This division is responsible for all methodologies related to market, counterparty, securitization and valuation risks regardless of the type of measure: regulatory capital, economic capital, stress tests, provisions, etc.
In collaboration with your tutor, your main tasks will be:
* participate in the development of a project aimed at improving the valuation of derivatives in measures such as VaR, reverse stress tests and EEPE/PFE
* use calibrated neural networks with the aim of reproducing as closely as possible the prices generated by a reference model. The architecture of these neural networks will be strongly inspired by that of generative AI models (GAN, VAE, etc.).

You work in an international environment, within a community of experts that places excellence, the impact and collective action at the heart of everything she learns.

#FinanceTransformative
As a Top Employer, we put our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and flourish throughout your journey.
You evolve in an inclusive work environment, promoting collaboration with concrete missions and 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 engage in favor of society and causes that are close to your heart via our corporate foundation.
You receive an internship allowance based on your training and level of education, also a refund of your transport ticket up to 60%, one day of authorized absence paid for each month worked and access to the company's restaurant. Automatic translation

Required Skills/Qualifications/Experience

Student level BAC+5, you prepare a university degree, business school or engineering school, with a specialization in financial mathematics. You have a strong interest in deep learning applied to finance.

You have a good understanding of stochastic calculus and valuation of derivatives, as well as familiarity with local volatility and stochastic local volatility models.

You have experience with dimensionality reduction techniques, such as autoencoders, as well as generative AI models (e.g., VAE, GAN).

You master Python, in particular the TensorFlow and Keras libraries.

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. It will be an ideal moment of exchange to highlight your personality and your project.

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