End-of-studies Internship
il y a 2 semaines
Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.
Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.
Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment.
You’ll be part of one global team where you can learn fast and stay true to yourself.
Équipe:
L’équipe « MACS » est responsable de l’implémentation des méthodes d’évaluation innovantes et efficientes cross-assets (Action, Change, Matières Premières, Crédit et Taux). Cela comprend d’une part la compréhension des modèles standards et la conception éventuelle de nouvelles modélisations adaptées aux besoins du marché et d’autre part l’implémentation et la maintenance de solutions (librairie quantitative, service ) permettant la calibration des modèles et l’évaluation et le calcul des mesures de risque (sensibilités, VaR, PFE, XVA ) des différents produits financiers. Une attention toute particulière est portée sur la précision des différentes méthodes implémentées ainsi que sur l’optimisation des temps de calcul, ce qui nécessite d’adapter les solutions aux technologies les plus innovantes (GPU par exemple).
Missions:
Pour certains produits dérivés, la vitesse de retour à la moyenne (ou mean reversion rate) des modèles à taux court peut avoir un impact important sur leur prix en plus des paramètres classiques de volatilité ou de corrélation. Ces paramètres de mean reversion sont généralement pris constant. En effet, la calibration / l'estimation de ces paramètres de mean reversion est bien plus compliquée que les autres paramètres car leur impact est à plus long terme.
Récemment de nouveaux articles ont été publiés ouvrant de nouvelles idées et perspectives quant à leur calibration pour la classe des modèles HJM multi-facteurs, de manière consistance avec les historiques de taux d’intérêt.
Dans ce cadre vous aurez pour mission:
- Etudier la stabilité et la robustesse de ces nouvelles méthodes sur un modèle Hull-White mono-facteur.-
- Etendre l’étude aux modèles 2 facteurs. Une des principales difficultés est la distinction des 2 means reversions avec en plus l’effet de la corrélation entre les facteurs.-
- Etendre aux modèles multi-facteurs (plus de 2)Une attention toute particulière sera portée à la fiabilité et la stabilité des solutions proposées et développées ainsi qu’aux temps de calcul.
Profil:
- Étudiant en dernière année d’École d'Ingénieurs/Informatique ou en Master universitaire, vous avez de solides connaissances des marchés de capitaux et des modélisations et méthodes associées.-
- Vous avez de bonnes connaissances en Python / C++.-
- Dynamique, rigoureux, et autonome, vous êtes capable de travailler dans un environnement agile.Pourquoi nous rejoindre ?- En intégrant l’équipe MACS (Murex AnalytiCS), vous travaillerez sur un sujet stimulant et innovant.-
- Vous évoluerez dans une équipe motivée et engagée cross-assets et cross-technologie-
- Vous aurez à disposition si besoin les dernières technologies (GPU par exemple).-
- Vous évoluerez dans un environnement agile, international, multiculturel et en croissance.Durée et date de démarrage:
Disponibilité immédiate pour une durée de 6 mois
-
Technology Transformation Consultant
il y a 4 semaines
Paris, Île-de-France Sia Partners Temps pleinEmbark on a Career in Technology Transformation with Sia Partners We are seeking a highly motivated and talented individual to join our esteemed Technology Advantage team as a Technology Transformation Consultant. This internship offers an exceptional opportunity to gain hands-on experience in the dynamic field of digital transformation, working alongside...
-
End-of-Studies Internship in Platform Engineering
il y a 1 mois
Paris, Île-de-France Sia Partners Temps pleinInternship Position: Platform Engineer (DevOps) at Sia PartnersWe are seeking a driven intern to become part of our Data Science Business Unit. In this role, you will engage in a variety of Data Science initiatives for our clients and assist in the enhancement of our Software-as-a-Service offerings. You will collaborate with Data Scientists, Data Engineers,...
-
End-of-Studies Internship in Platform Engineering
il y a 1 mois
Paris, Île-de-France Sia Partners Temps pleinInternship Position: Platform Engineer (DevOps) at Sia PartnersWe are seeking a driven intern to become part of our Data Science Business Unit. In this role, you will engage in a variety of Data Science initiatives for our clientele and assist in the enhancement of our Software-as-a-Service offerings. You will collaborate with Data Scientists, Data...
-
Data Scientist/Data Engineer
Il y a 3 mois
Paris, France Shift Technology Temps pleinThe future of insurance starts with AI. To date, Shift Technology's AI-powered products have benefitted more than 300 million policyholders globally by reducing underwriting risk, identifying more fraud, and automating critical tasks throughout the claims process. Shift harnesses the power of AI to enable the world’s leading insurance organizations to...
-
Data Scientist/Data Engineer
Il y a 4 mois
Paris, France Shift Technology Temps pleinThe future of insurance starts with AI. To date, Shift Technology's AI-powered products have benefitted more than 300 million policyholders globally by reducing underwriting risk, identifying more fraud, and automating critical tasks throughout the claims process. Shift harnesses the power of AI to enable the world’s leading insurance organizations to...
-
End-of-studies Internship
il y a 3 semaines
Paris, France Murex Temps pleinMurex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and...
-
Actuary Internship
il y a 3 semaines
Paris, Île-de-France AG2R LA MONDIALE Temps pleinAbout the RoleThe Actuarial Studies Internship is an exciting opportunity to join our team at AG2R LA MONDIALE and contribute to the development and profitability of our pension and dependency portfolios.Key ResponsibilitiesContribute to the quality of data management for the dependency perimeterProvide descriptive statistics for the dependency...
-
Director of Career Development and Academic Advising
il y a 2 jours
Paris, Île-de-France American University of Paris Temps pleinJob SummaryWe are seeking a highly motivated and experienced professional to serve as the Director of Career Development and Academic Advising at the American University of Paris. The successful candidate will have the opportunity to develop and implement engaging career development programs that align with the university's strategic objectives for...
-
Director of Career Development and Student Success
il y a 2 semaines
Paris, Île-de-France The American University of Paris Temps pleinJob SummaryThe American University of Paris is seeking a highly motivated and dedicated individual to serve as the Director of Career Development and Student Success. This is a full-time position that will play a critical role in supporting overall student success and increasing retention and persistence to graduation.Key ResponsibilitiesDevelop and...
-
Director of Career Development: Center for Academic
il y a 3 semaines
Paris, France American University of Paris Temps plein**DEPARTMENT**: Academic Affairs **CATEGORY**: C2-1 **SUPERVISOR**: Provost or any other supervisor as designated by the President **POSITION OVERVIEW** **RESPONSIBILITES** The director is responsible for the following areas: Office Mission and Scope - Creating, delivering, and evaluating quality career development programming for undergraduate and...
-
End-of-studies Internship
il y a 2 semaines
Paris, France Murex Temps pleinMurex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and...
-
End-of-studies Internship
il y a 3 semaines
Paris, France Murex Temps pleinMurex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and...
-
Director of Career Development Ace
il y a 3 semaines
Paris 7e, France The American University of Paris Temps plein**POSITION TITLE **Director of Career Development: Center for Academic Advising, Careers, and Experiential Learning **DEPARTMENT **Academic Affairs **SUPERVISOR **Provost or any other supervisor as designated by the President **POSITION OVERVIEW** The Director should be an autonomous, student-centered, entrepreneurial leader, capable of creating a sense...
-
Data Analyst
il y a 4 jours
Paris, France bsport Temps plein**Do you know about bsport?** We are a Barcelona based company that offers a platform combining boutique fitness and advanced technology. Our all-in-one features cover bookings, payroll, marketing and more, helping our partners streamline operations and boost their commercial success. We have more than 2’000 clients in 40+ countries and continue to...
-
Front-end Developer Internship Opportunity
il y a 7 jours
Paris, Île-de-France Atexo Temps pleinCAST Software Intelligence Developer InternshipCAST is the market leader in Software Intelligence, providing accurate and actionable views of software architecture, critical flaws, quality grades, sizing metrics, open source usage, and crucial business decisions. We are seeking a motivated Junior Full Stack Developer with a passion for software development...
-
End-of-studies Internship
il y a 2 semaines
Paris, France Murex Temps pleinMurex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and...
-
Front-end Developer Internship Opportunity
il y a 7 jours
Paris, Île-de-France Atexo Temps pleinCAST Software Intelligence Developer InternshipCAST is the market leader in Software Intelligence, providing accurate and actionable views of software architecture, critical flaws, quality grades, and sizing metrics. We are seeking a motivated Junior Full Stack Developer with a passion for software development and a strong foundation in JavaScript.Key...
-
Front-end Developer Internship Opportunity
il y a 7 jours
Paris, Île-de-France Atexo Temps pleinCAST Software Intelligence Developer InternshipCAST is the market leader in Software Intelligence, providing accurate and actionable views of software architecture, critical flaws, quality grades, and sizing metrics. We are seeking a motivated Junior Full Stack Developer with a passion for JavaScript and a strong foundation in SQL.Key Responsibilities:Work...
-
End-of-studies Internship
il y a 3 semaines
Paris, France Murex Temps pleinMurex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and...
-
End-of-studies Internship
il y a 3 semaines
Paris, France Murex Temps pleinMurex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 000 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and...
