Stage - Quant Lab: Pricing Des Produits Dérivés
il y a 2 semaines
Au sein de l'équipe Quantitative Research du département Multi-Asset Quantitative Solutions d'AXA-IM, le stage consiste à approfondir des méthodes de pricing de produits dérivés hybrides et de spread. Il s'agit de produits " cross-asset " tels que FX-Equity, Equity-Taux, FX-Taux, CMS spread... Ces produits constituent un outil important de diversification pour la gestion multi-asset et leur valorisation pose des défis techniques et théoriques.
La mission confiée au stagiaire est d'approfondir et d'étendre la littérature existante sur le sujet et d'implémenter des prototypes pour tester les méthodes retenues. Le stage comportera les éléments suivants:
- Description et revue des produits courants
- Revue et documentation des modèles existants
- Potentielles extensions des modèles
- Propositions des modèles à implémenter et tester
- Implémentation et test des modèles
- Recherche des algorithmes efficaces optimaux
- Etude de risque (sensibilités aux paramètres, back tests)
- Etudes de la couverture
- Présentation de résultats à l'équipe Quantitative Research et à la gestion
**Votre Profil**
**Compétences requises**:
- Bonnes connaissances en mathématiques financières.
- Bonnes connaissances en calcul stochastique.
- Connaissance du C#, Java ou C++.
**Compétences souhaitées**:
- Un fort intérêt pour les mathématiques appliquées
- Autonomie et créativité.
- Goût pour la finance de marché.
**A propos d'AXA**
Aimeriez-vous vous lever chaque jour motivé(e) par une mission inspirante et travailler en équipe pour permettre de protéger les personnes et leurs proches? Chez AXA nous avons l'ambition de mener la transformation de notre métier. Nous cherchons des personnes talentueuses ayant une expérience diversifiée, qui pensent différemment, et qui veulent faire partie de cette transformation passionnante en challengeant le statu quo et faire d'AXA - marque globale leader et une des sociétés les plus innovantes dans notre secteur - une entreprise encore plus performante et responsable. Dans un monde en perpétuelle évolution et avec une présence dans 64 pays, nos 166 000 salariés et distributeurs privilégiés anticipent le changement pour offrir des services et solutions adaptés aux besoins actuels et futurs de nos 103 millions de clients.
**A propos de notre entité**
AXA Investment Managers (AXA IM) est un gestionnaire d'actifs responsable qui investit activement sur le long terme pour la prospérité de ses clients, de ses collaborateurs et de la planète. Avec environ 866 milliards d'euros d'actifs sous gestion à fin juin 2021, notre gestion de conviction nous permet d'identifier les opportunités d'investissement que nous considérons comme les meilleures du marché à l'échelle mondiale dans les différentes classes d'actifs alternatives et traditionnelles. AXA IM est un leader sur le marché de l'investissement vert, social et durable, avec 568 milliards d'euros d'actifs intégrant des critères ESG, durables ou à impact, à fin juin 2021. Nous nous sommes engagés à atteindre l'objectif de zéro émission nette de gaz à effet de serre d'ici 2050 pour l'ensemble de nos actifs, et à intégrer les considérations ESG dans nos activités, de la sélection des titres à notre culture d'entreprise en passant par la façon dont nous gérons nos opérations au quotidien. Nous souhaitons apporter de la valeur à nos clients grâce à des solutions d'investissement responsables, tout en suscitant des changements significatifs pour la société et l'environnement. A fin juin 2021, AXA IM emploie plus de 2 488 collaborateurs dans le monde, répartis dans 26 bureaux et 20 pays. AXA IM fait partie du Groupe AXA, un leader mondial de l'assurance et de la gestion d'actifs.
**Pourquoi nous rejoindre ?**
Nous sommes fiers de promouvoir une culture de la performance ce qui veut dire que nous cherchons à recruter des personnes qui sont non seulement compétentes techniquement mais également ouvertes à l'international, innovanets et capables de mettre à contribution leurs perspectives et expériences uniques afin d'accompagner nos succès en tant qu'entreprise. Employer les meilleurs professionnels parmi le plus large vivier de talents possible est au cœur de notre stratégie qui consiste à délivrer une excellente qualité de service à notre clientèle diversifiée. AXA IM s'engage à développer une culture inclusive, mettant en valeur la diversité et soutenant la progression de carrière de l'ensemble de ses collaborateurs et collaboratrices.
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