Stage - Validation de modèles ALM H/F

You will join the Risk Management and ALM Model Validation team within the Group Risk Department of Crédit Agricole S.A. The team validates ALM models developed centrally by Crédit Agricole S.A. for the Group's entities, including the Regional Banks and LCL, and supervises the associated financial risks.

The internship will focus on model validation. Your main responsibilities will include:

• Developing data-analysis tools in Python.
• Applying statistical methods to analyse and interpret available information.
• Participating in the modelling of behavioural options included in the ALM exposures of a leading banking institution.
• Documenting your methods and results.
• Working with business experts, including modellers and ALM managers, to develop a judgement on the relevance of a proposed model.

Additional information

The company will pay an internship allowance if the internship lasts more than two consecutive months.

Starting date: 01/03/2027

Duration: 6 months

Education: Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent

Specialization: Quantitative finance, statistics

Experience: 0–2 years

Skills required

Technical skills:

• Strong understanding of financial mathematics fundamentals.
• Knowledge of data processing.
• Statistics skills.
• Python programming.
• Basic knowledge of finance, ideally interest-rate risk management.

General skills:

• Interest in the practical application of theoretical concepts.
• Curiosity and open-mindedness.
• Rigor and perseverance.
• Good interpersonal skills and the ability to work with people from different backgrounds.

IT tools: Python, ideally including data-science libraries such as scikit-learn.

Languages: Operational English.

Crédit Agricole S.A. is committed to diversity and inclusion, and all job offers are open to persons with disabilities.