Internship - 6 months - Quantitative Analyst 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

You join our Market and Counterparty Risk Modeling team within the Enterprise Risk Management department, which is looking for a Quantitative Analyst Risks, for a 6-month internship from of April 2026.

In collaboration with your tutor, your main tasks will be:
* Gets acquainted with the current state of art on regression by Gaussian processes in quantitative finance.
* Participate in the implementation of a prototype (PoC) of the studied methods on the bank's equity and/or fixed income derivatives portfolios with the bank's internal tools, and analyze the gains in terms of digital performance.
* Participate in applied research on Bayesian learning methods, including Gaussian Process Regression for the approximation of price functions (Pricers), exposures and risk measures (VaR, ES, EEPE, PFE, XVA) in market and counterparty risk.
#FinanceTransformative
You evolve 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 dear 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 the reimbursement of your transport ticket up to 60%, one day of authorized absence paid for each month worked and access to the company's restaurant.
You will also have access to the works council.
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Required Skills/Qualifications/Experience

Student level Bac +5, you prepare a university degree or engineering school, with a specialization in financial mathematics, probability or quantitative finance.

You have a solid foundation in probability, stochastic calculation and valuation of derivatives, and you are motivated by the issues of market and counterparty risk modeling.
You also have good knowledge of numerical methods applied to finance: Monte Carlo simulation, regression and approximation methods.
You are able to prototype and implement your ideas in Python and C++ and master common scientific libraries (NumPy, pandas, SciPy, scikit-learn or equivalent), as well as quantitative computing environments.

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

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