Societe Generale Corporate & Investment Bank (SGCIB) is one of the three core businesses of the Societe Generale Group, alongside Retail Banking & Financial Services and Global Investment Management Services. SGCIB is a leading player in over 45 countries across Europe, the Americas and Asia-Pacific, and is the bank of reference for Euro Capital Markets, derivative products and structured finance.
Summary:
• SG's Synthetic Credit Structuring desk is looking for a 6 to 12 months intern with strong IT & quantitative skills.
• The candidate will be assisting structurers in the automation of various workflows, essential for pricing and optimization.
Main Responsibilities:
• Analyzing and enhancing portfolio optimization tools used to create CDO tranches
• Developing and enhancing a pricing tool for exotic credit derivatives
• Automating various workflows, related to credit CPPI products
Degree of Autonomy & Level of Authority
• The candidate is expected to quickly acquire a strong knowledge of the models and processes to be able to work independently
Internal & External Contacts:
• Structurers / Traders (daily)
• Rating agencies (occasionally)
CANDIDATE PROFILE
Education:
• Computer or Quantitative degree for a top tier University
Past Experience:
• Experience in Financial Services would be highly advantageous
Languages:
• Fluent English
Technical Skills:
•VBA programming
•Database knowledge (SQL) would be a plus
•Strong Excel skills
General Competencies: