Vista previa de la oferta
V.I.E. - 18 months - XVA F/M - New York
internship · Risk & Compliance
Description de l’entreprise
Poste et missions
The XVA team NY works as part of Global XVA to model and price new OTC . We participate also actively to hedge and monitor our positions and improve our system through different projects.
We are looking to add a VIE intern to assist the team to assist with pricing and in various projects, including improvements of our risks, pricing and new models implementation .
The VIE intern should gain familiarity with internal systems and models used by XVA as well as our internal function libraries to produce pricing and risk.
The VIE intern will:
Understand our model of pricing and our various tools;
Prices derivatives ;
Discuss actively with trading sales and engineering to understand the client need;
Develop new tools for our XVA follow up;
Improve our reports;
Participate in new projects to improve our system and pricing models.
The VIE will work closely with all XVA team members worldwide and also with Sales and other trading desk in NY.
Profil et compétences requises
Degree in a quantitative field (physics, mathematics, computer science, etc.).
Familiarity with coding (Python, C#, C++, R).
Personal interest in finance - Knowledge of financial products and models is a plus.
Strong analytical and quantitative skills.
Solid verbal and written communication skills: ability to convey thoughts clearly and succinctly and to communicate complex information in a clear and organized manner.
Willingness and ability to succeed in an entrepreneurial environment.
This position is only open to candidates who are eligible for the Business France V.I.E program:
- French or European Union citizens
- Between 18 and 28 years old
- To be from a country other than the host country
- Graduated