🚀 Internship

12 Month Internship - Non Linear Market Risk Management

🚀 Placement Program


Rolling basis


  • This role will be within the Non Linear Market Risk team based in London and will focus on the Market Risk management covering cross assets classes (FX, Interest Rates, Credit & Equities).
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Area of Responsibilities

Banking & Finance


  • Validation of the risk indicators, computation of the official risk reports and notification of breaches on Global Cross Asset positions
  • Involvement in the constant improvement of the market risk monitoring framework
  • Analysis of the positions and computations of the stress scenarios
  • Participation to the month end process (computation of reserves, Totem process)
  • Strong involvement in regulatory projects
  • Back-up of other analysts during leaves
  • Relationship with Front-Office and Quantitative DRM team
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Minimum level of study

  • Bachelor Degree / BSc Degree or equivalent

Training / Specialization

  • Graduate

Soft skills

  • Understanding of derivatives and their pricing; understanding of market risk measures and methodologies

IT tools

  • Excellent knowledge of Excel and VBA, Python
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