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

Île-de-France, France

Not SpecifiedCompensation

InternshipExperience Level

InternshipJob Type

UnknownVisa

Banking, Insurance, Asset ManagementIndustries

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)