Stagiaire en risque de marché & modélisation bancaire (H/F) at Deloitte

Île-de-France, France

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Not SpecifiedCompensation

InternshipExperience Level

InternshipJob Type

UnknownVisa

Banking, Insurance, Asset ManagementIndustries

Requirements

Student in final year of studies eligible for a long internship (6 months)
Available to start as soon as possible
Interest or background in market risk, financial modeling, or climate risk

Responsibilities

Develop valuation models for vanilla and exotic financial instruments across all underlyings (equity, FX, interest rates, credit, commodities) and calculate associated risks
Develop models for climate risk (transition risk, physical risk, etc.)
Develop ALM models (interest margin projection, sight deposit modeling, stress testing)
Perform audits and counter-valuations of complex financial instruments
Develop pricing tools or climate risk measurement tools
Lead regulatory projects related to market risk, credit risk, liquidity risk, or counterparty risk
Apply Machine Learning techniques to modeling problems
Review or implement valuation processes (pricing, XVA, prudent valuation, IBOR transition) or valuation control processes (market data control/consensus, product control, IPV, etc.)
Review or overhaul FO/MO or Risk processes for market activities (collateral management, margin calls, operation booking, MIFID controls, etc.)
Measure the impact of climate risk (example mission)

Skills

Key technologies and capabilities for this role

Market RiskRisk ModelingFinancial ModelingClimate RiskRegulatory ReportingFinancial InstrumentsBanking Modeling

Questions & Answers

Common questions about this position

Is remote work possible for this internship?

Yes, all positions at Deloitte are open to telework.

What is the salary for this position?

This information is not specified in the job description.

What are the main responsibilities or skills involved in this internship?

The role involves developing valuation models for vanilla and exotic financial instruments across various underlyings like stocks, FX, interest rates, credit, and commodities, as well as calculating associated risks.

What is the company culture like at Deloitte?

Deloitte offers an environment based on trust, knowledge sharing, and collective intelligence, with a focus on meaningful experiences, growth, responsibility, sustainability, well-being, and inclusion. It is certified as a Great Place to Work.

What is the duration and type of this internship?

This is a long end-of-studies internship lasting 6 months, available as soon as possible, with potential for hiring afterward. It is a full-time position.