Stage - 6 mois - Quants XVA Développement d'outils quantitatifs et d'assistants intelligents F/H
Core
Develop quantitative tools and AI assistants to automate tasks and enhance productivity within the XVA trading desk.
Role type
Quantitative Developer (AI/Tools)
Builds
Quantitative pricing tools and AI assistants for XVA valuation and risk management
Domain
Financial Services / Quantitative Finance / Derivatives
Deliverable
production ML models
Required skills
C#, Financial Mathematics, Derivatives Pricing, XVA Models, Counterparty Risk, Monte Carlo Simulation, Software Development
Preferred skills
AI/ML, Automation, English (fluent)
Technologies
C#, Monte Carlo
Responsibilities
Study and master XVA production processes, pricing library, and risk indicators; Design and develop software tools and AI assistants to automate recurring tasks; Validate developments on real production cases and integrate them into the team's environment.