12 Month Internship - Computational Finance

Crédit Agricole CIB

  • London
  • Training
  • Full-time
  • 14 days ago
SummaryWe are seeking a Computational Finance graduate to join our Global Market Division (GMD) within the XVA / Scarce Resources team. This role is ideal for recent graduates with a foundation in XVA modelling, AAD techniques, and Computational Machine Learning Engineering Skills. If you are skilled in programming (C++, Python, and SQL) and are looking to apply this in the financial sector, we encourage you to apply.You will be part of a dynamic team that leverages advanced quantitative modelling and machine learning techniques to help create innovative solutions for XVA. This role offers a unique opportunity to study and assess models' behaviour and performance, help manage bank risks whilst optimizing resources, and implementing regulatory changes effectively.Key Responsibilities
  • Work alongside experienced trading, risk management, and quantitative teams to refine and implement financial models.
  • Gain practical experience with Supervised, Unsupervised, and Reinforcement Learning algorithm and implementation in Pytorch.
  • Assist in the development of XVA implementation in the XVACCR Library and understand the AAD methods implemented in order to recognise XVA sensitivities to market data
  • Propose and discuss various solutions to use neural networks in E Trading, RWA optimisation and to speed up XVA computation
  • Help ensure all developments are efficient and accurate, providing timely support to users.
  • Deepen your understanding of financial models and numerical techniques.
Supplementary InformationOur commitment to youJoin our team at Crédit Agricole CIB, the corporate and investment banking arm of 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 2023). We offer more than just a job.You will be part of a dynamic and collaborative work environment where CSR is embraced in our day-to-day business operation, innovation is encouraged and diversity is celebrated.Crédit Agricole CIB, the first French bank to have committed to the Equator Principles, is a pioneer and global leader in sustainable finance. Our commitment to means that your work will have a positive impact on our communities and the environment.With a people-centric culture where everyone is valued, and opportunities for personal and professional growth, Crédit Agricole CIB is not just a place to work - it is where you make an impact.Our hiring process is open to all and should you have any particular needs or you may require adjustments, please let us know.Position locationGeographical areaEurope, United KingdomCityLondonCandidate criteriaMinimal education levelBachelor Degree / BSc Degree or equivalentAcademic qualification / Speciality
  • You hold a Bachelor's or Master's degree (or equivalent) in Computer Science, Engineering, or a related field.
Experience
  • You have experience with programming in C++, Python, and SQL.
Required skills
  • You are interested in further developing your skills in Computational Machine Learning Engineering, XVA modelling, and AAD techniques.
  • You have strong problem-solving skills and a keen interest in financial engineering.
  • You possess excellent communication skills and can collaborate effectively within a team.

Crédit Agricole CIB