Internship - 6 months - Quantitative Analyst - Economic Capital F/H

il y a 6 jours


Paris, Île-de-France Natixis Temps plein

Job DescriptionYou are joining our Quantitative Risks Modeling (QRM) team, which is looking for a Quantitative Credit Risk Analyst, for a 6-month internship fromApril 2026.Within the Enterprise Risk Management (ERM) Department of Natixis' Risk Department, the "Credit & Non-Financial Risks Modeling" (CNFRM) division is in charge of all the methodologies for measuring and assessing credit, operational and non-financial risks (climate risk, ...).In collaboration with your tutor, your main tasks will be:Analyze the appropriate methodologies to model the systemic factor from different macroeconomic variables.Perform a rigorous selection of relevant variables and propose efficient regression models.Integrate these models into the internal economic capital framework and rigorously calibrate the parameters (correlation, distribution of variables, etc.).Implement and evaluate the performance of models in terms of economic relevance and statistical validity.Perform VaR calculations using Monte Carlo simulations, and evaluate the consistency of the results with respect to the reference measures.Organize regular team presentations to discuss and share work progress.Write a report detailing all the work done. data-cke-filler="true">Required Skills/Qualifications/ExperienceStudent at the BAC+5 level, you are preparing a university degree or engineering school with a specialization in financial statistics/mathematics/data science.You have strong python skills. You have a strong analytical and problem-solving ability and demonstrate intellectual curiosity. You have excellent interpersonal skills, a very good ability to listen. You thrive in a stimulating and collaborative environment.And last but not least, you are perfectly fluent in English.You will be contacted by one of our recruiters before meeting our business experts.An ideal moment of exchange to highlight your personality as well as your project.



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  • 6-month internship

    il y a 6 jours


    Paris, Île-de-France Natixis Temps plein

    Company DescriptionNatixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.Our teams of experts in close to 30...


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