Financial Engineer Intern

il y a 5 jours


Paris, Île-de-France Murex Temps plein
Role Overview

Murex is a global fintech leader in trading, risk management, and processing solutions for capital markets. Our team of 3,000 Murexians from over 60 nationalities ensures the development, implementation, and support of our platform, used by banks, asset managers, corporations, and utilities worldwide.

As a Financial Engineer Intern, you will be part of the Front Office Trading Product Development Domain (PDD), which is at the heart of MX.3 software evolution. You will integrate the Financial Engineering team, designing, validating, and delivering Murex Advanced Analytics (MACS), a combination of rich derivative products covering all asset classes, with a large set of models for evaluation and risk management of derivatives.

Key Responsibilities:
  • Validate theoretical model assumptions and assess the perimeter of their validity
  • Validate accuracy and robustness of the calibration
  • Validate pricing and calculation of model sensitivities

Requirements

You are in the last year of a master's degree, looking for a 6-month internship. You are passionate about technology and financial mathematics, with a strong academic background in a quantitative field (Computer Science, Engineering, Physics, Mathematics). You have a good understanding of stochastic processes and financial mathematics, practice Python, and can efficiently communicate in a multicultural environment. English is a must. You have strong analytical and problem-solving skills.
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