Internship - 6 months - Quantitative Analyst Risks F/H

Natixis · Paris, Île-de-France, France

Location
Paris
Job Type
[Internship]
Posted
June 03, 2026

Job Description

Job Description


You join our team from the 'Counterparty Risk Modeling' division of the Risks department at Natixis, who are looking for a quantitative analyst for an internship of 6 months from March/April .

This division is in charge of all methodologies related to counterparty risk, securitisation and valuation, regardless of the type of measure: regulatory capital, economic, stress tests, provisions, etc.

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

  • Analyze the performance of the diffusion model of indexed option prices on Bitcoin via a neural network approach.
  • Benchmarking of the results obtained against an internal reference methodology, used in counterparty risk calculation chains.
  • Implement a robust backtesting framework allowing the evaluation of model quality over different time windows and market regimes.
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