Job Description

POSITION AND MISSIONS

You join our Econometrics team within the Market & Counterparty Risk department who are looking for aDeveloper of econometric tools in Python, for an internship of 6 months from March/April .

The tools for analysis, reconstruction of historical data or identification of outliers in time series are integrated into a common library developed in Python, made available mostly via a front-end using the steamlit framework.

Other features developed within the team for specific needs remain to be integrated into the global library, notably around topics of deviation calibrations-types, of regulatory KPI production or other impact reports from the weekly update of econometrics for VAR calculation.

In collaboration with your tutor, your main tasks will be: