Analyste Quantitatif H/F
Europe, France, Ile-de-France, 92 - Hauts-De-Seine
EUR 28K-28K (estimate) Entry-level Internship
Tasks
- Automate data control
- Develop python algorithms
- Improve CCR diffusion model calibration
- Maintain model documentation
- Measure CVA risk
- Measure counterparty risk
- Measure internal model performance
- Provide operational support for regulatory production
- Support model validation reviews
Perks/Benefits
- Career development opportunities
- Meal Services
- Onboarding support
- Remote work opportunity
- Sports facility
Skills/Tech-stack
BA CVA | CCR | CVA | Counterparty risk | Data Quality | FCCM | Git | GitLab | IMM | Microsoft Office | Model Validation | Python | Risk Modeling | SA CVA | SA-CCR | Version control
Education
Roles
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