Internship - Risk Model Validation

Internship|New York|Risks

Internship - Risk Model Validation

New York, United States Internship Risks

Responsibilities

You will be part of the RISQ Model Validation department (“RISQ/AME/RMA/MVA”) in charge of model validation for capital market products, valuation models and liquidity models

MAIN ACCOUNTABILITIES

You will be attached primarily to the Head of MVA in AMER

Day to day responsibilities include but not limited to:

  • Providing analytical support for the team
  • Assisting in preparing validation reports
  • Facilitating Technical Model Committees and associated processes
  • Improve existing tools to facilitate the reporting
  • Develop an understanding of the technical and financial theory and practice of pricing / trading related models  

Profile required

COMPETENCIES

Required:

  • Strong quantitative orientation and analytical skills
  • Highly motivated and fast learning individual

Desired:

  • Good knowledge of Derivatives and Equity products, risk analysis and models and valuation models of financial products.

TECHNICAL SKILLS

Required:

  • Proficiency in Python, R, C++ or VBA
  • Strong Excel and Word skills

PRIOR WORK EXPERIENCE

Desired

  • First-hand experience in Model Validation/ Market Risk / Trading will be appreciated

EDUCATION

Required:

  • Bachelor degree with a major in Finance
  • **This internship is 6-12 months in duration looking for an intern to work full-time hours. Compensation is hourly based on education and experience*

Business insight

SG CIB is the Corporate and Investment Banking arm of the Société Générale Group.

Present in over 50 countries across Europe, the Americas and Asia.SG CIB provides corporates, financial institutions, investors and public sector clients with value-added integrated financial solutions.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 21000TOH
Entity: SG Americas Securities
Starting date: 2021/10/25
Publication date: 2021/09/30
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