Crédit Agricole CIB

12 Month Internship - Computational Finance

London
Posted 14 days ago

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12 Month Internship - Computational Finance

Join our Global Market Division as a Computational Finance Intern within the XVA / Scarce Resources team. This role is crucial in supporting the team across various strategic projects, including the Smart XVA Project, by leveraging advanced machine learning techniques and financial modelling skills. A deep understanding of computational machine learning and proficiency in Python are essential for this position.

Key Responsibilities are, but are not limited to:

Model Development: Implement and refine machine learning models using Pytorch, focusing on supervised, unsupervised, and reinforcement learning algorithms Financial Modelling: Work closely with the XVA and Scarce Resources desk to enhance XVA pricing and modelling. Utilize C++ and Python to maintain and upgrade the XVACCR Library Innovation: Propose and implement innovative solutions using neural networks to drastically speed up XVA computation and optimise RWA in E-trading systems Collaboration: Engage with various internal teams, including Risk Management and Trading, to assess model performance and integrate feedback into development Project Involvement: Actively participate in the development of the Collateral management platform and contribute to various front office and risk systems migration projects

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Candidate Criteria

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Minimal education level Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Degree in Computer Science, Engineering, or a related field

Experience

Proven experience in computational machine learning engineering, XVA modelling, and AAD techniques

Required skills

High level of creativity Autonomy Strong team spirit

Technical skills required

Proficiency in C++ is desirable Python SQL programming

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Skills

Machine Learning
Financial Modelling
Python
C++
SQL
Creativity
Autonomy
Team Spirit