Rates/FX Analyst

The NY Trading Risk Office (TRO) team works with the heads of all trading desks at Natixis North America to improve our management of risk and financial resources, and to coordinate the development of quantitative tools to support trading activities. The VIE intern should gain familiarity with internal systems and models used by trading (valuation, risk, P&L, liquidity, VaR, market data) as well as our internal function libraries to produce pricing and risk. With the mentoring of other TRO team members, the VIE intern will: Analyze data produced daily by our risk/pnl systems; Produce ad-hoc reports, improve the quality of existing reports; Assist with impact analysis/testing for market structure changes, regulatory changes, model changes, and other improvements that the team is working on; Develop automation tools to be used by TRO team members and traders; Assist in the development of trading tools that the TRO team is working on. The VIE would work closely with all TRO team members and traders in NY, while also maintaining strong communication with our TRO colleagues in Paris.

Responsibilities

Gain familiarity with internal systems and models used by trading (valuation, risk, P&L, liquidity, VaR, market data) as well as internal function libraries to produce pricing and risk; Analyze data produced daily by our risk/pnl systems; Produce ad-hoc reports, improve the quality of existing reports; Assist with impact analysis/testing for market structure changes, regulatory changes, model changes, and other improvements that the team is working on; Develop automation tools to be used by TRO team members and traders; Assist in the development of trading tools that the TRO team is working on; Work closely with all TRO team members and traders in NY; Maintain strong communication with TRO colleagues in Paris

Requirements

Degree in a quantitative field (physics, mathematics, computer science, etc.); Familiarity with coding (Python, C#, C++, R); Personal interest in finance; Strong analytical and quantitative skills; Solid verbal and written communication skills: ability to convey thoughts clearly and succinctly and to communicate information complex in a clear and organized manner; Willingness and ability to succeed in an entrepreneurial environment; Eligible for the Business France V.I.E program: French or European Union citizens; between 18 and 28 years old; from a country other than the host country; graduated

Nice to have

Knowledge of financial products and models