Internship - 6 months - Valuation Risk – Credit & XVA F/H
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Job Description
Job Description
POSITION AND MISSIONS
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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