Company Description

Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.

Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.

As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d’Epargne retail networks, Natixis CIB benefits from the Group’s financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A1, Fitch Ratings: A+, R&I: A+).

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 2026.

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.

#FinanceTransformative

As a Top Employer, we place our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and flourish throughout your journey.

You evolve in an inclusive work environment, promoting collaboration with concrete missions and a real impact. We will accompany you throughout your experience with us so that you can learn and develop your skills by working alongside experienced professionals.

You also have the opportunity to commit yourself in favor of society and causes that are dear to your heart through our corporate foundation.  

You benefit from an internship allowance based on your training and level of study, also a refund of your transport ticket up to 60%, one day of authorized absence paid for each month worked and access to the company’s restaurant. 

Required Skills/Qualifications/Experience

Student level BAC+5, you prepare a university degree, business school or engineering school, with a specialization in financial mathematics. You have a strong interest in deep learning applied to finance.

You master Python, in particular TensorFlow and Keras. You have a good understanding of stochastic calculus and the valuation of derivatives. You demonstrate knowledge on local volatility and stochastic volatility models.

You have excellent interpersonal skills, a very good ability to listen, and you are curious, proactive, and proactive.

And last but not least, you are perfectly fluent in English.

You will be contacted by one of our recruiters before meeting our business experts, an ideal moment to highlight your personality and your project.




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