Stage Recherche Quantitative Equity Derivatives
il y a 2 semaines
-Description de l'emploi
Opérant sur 62 marchés, le Groupe HSBC est l’un des plus grands groupes de services bancaires et financiers dans le monde. Nous sommes plus de 219 000 collaborateurs à accompagner chaque jour plus de 39 millions de clients.
Notre stratégie repose sur quatre piliers : capitaliser sur nos succès, accroître la digitalisation, adapter notre modèle opérationnel pour plus d’agilité et simplicité, et mener la transition écologique. Notre mission est de « créer un monde d’opportunités » en responsabilisant nos collaborateurs et en créant et cultivant un environnement inclusif, où chacun peut s’épanouir et se sentir à sa place.
**Créer un environnement inclusif pour nos collaborateurs, c’est aussi favoriser un bon équilibre entre vie personnelle et professionnelle. Nous avons récemment signé un nouvel accord sur le télétravail, permettant à nos collaborateurs de travailler en présentiel et à distance de façon régulière et flexible.**
La Banque de Financement, d’Investissement et de Marchés, Global Banking and Markets (GBM), regroupe des métiers très différents : couverture des grands clients, financements structurés, métiers de conseil, marchés financiers (taux, change, obligations, actions)
**Nous recherchons 2 stagiaires pour rejoindre l’équipe de Recherche Quantitative Derivés Actions. Le domaine de recherche est lié à des attentes métiers, et pourra donner lieu à des interactions avec le desk de trading. Ce stage de 6 mois se déroule au sein de la salle de marchés au 38 av Kléber à Paris.**
- Markov chain approximation of Local Stochastic Volatility Model
- Impact of Local Stochastic Volatility Model on Worst-of forward dynamic
- Fast local volatility (Bass construction)
- Fast pricer (neural nets and alternatives)
**Compétence(s) développée(s) pendant le stage**:
- Analyse Quantitative | Machine Learning (selon sujet)
- Gestion de projet C++
- Connaissance de la structure Banque d’investissement
Conditions
**Profil recherché**:
BAC+5, vous êtes actuellement en fin de cycle d’école d'ingénieur ou universitaire avec une specialisation en finance de marché et/ou Data Science/IT
Vos compétences sont les suivantes:
- Bonne maitrise du Langage objet (Python, C++ )
- Solides aptitudes en analyse quantitative
- Curiosité, autonomie, niveau d'anglais courant.
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