Internship - 6 months - Valuation Risk – Credit & XVA F/H

Job Description

You are joining our Valuation Risk – Credit & XVA team, which is looking for a intern from the April 1, .

In collaboration with your tutor, your main tasks will be:

- Follow up on the FairVA/PVA calibration for the end of the quarter

- Perform the monitoring of month-end IPV calculations

- Follow observability and backtesting studies

- Contribute to the tasks of extracting data from texts (parsing), as well as the design, implementation, and training of a machine learning model to structure market data.

You will work in an international environment, within a community of experts who place excellence, impact and collective action at the heart of everything they undertake.

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