Natixis Corporate & Investment Banking

About the Company

Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.

Our teams of experts in around 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.

As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d'Epargne retail networks, Natixis CIB benefits from the Group's financial strength and solid financial ratings (Standard & Poor's: A, Moody's: A1, Fitch Ratings: A+, R&I: A+).

Listed Jobs

Company Name

Natixis Corporate & Investment Banking

Job Title

Stage - 6 mois - Outil de Monitoring Score ESG (F/H)

Job Description

**Job Title** Internship – ESG Score Monitoring Tool (6 months) **Role Summary** Short‑term IT Quant Intern to industrialize the monitoring of market‑based signal calculations and ESG indicators used in index strategy portfolios. Develop a reporting and investigation tool for financial engineering teams. **Expectations** - Final year or 1‑year postgraduate student (Bac+4/Bac+5). - Strong academic background in engineering, finance, or related fields. - Autonomous, organized, and able to solve complex problems. - Excellent communication skills and fluent in English. **Key Responsibilities** - Design and implement a scalable supervision framework for signal calculation workflows and ESG data. - Integrate ESG metrics into quantitative investment strategy pipelines. - Develop and maintain reporting and investigative dashboards for the finance engineering team. - Collaborate with a mentor to refine tool features and ensure alignment with business objectives. - Validate performance, reliability, and compliance of monitoring processes. - Document architecture, code, and operational procedures. **Required Skills** - Proficiency in C# and/or Python with object‑oriented programming experience. - Understanding of financial market concepts, quantitative strategies, and ESG indicators. - Experience with data pipelines, reporting tools, or monitoring systems preferred. - Strong analytical, troubleshooting, and project management skills. - Excellent written and verbal communication in English; additional languages beneficial. **Required Education & Certifications** - Current enrollment in a Bachelor’s (Bac+4) or Master’s (Bac+5) program in Engineering, Finance, Computer Science, or a related discipline. - No specific certifications required; academic coursework in quantitative finance, data engineering, or software development is preferred.

Paris, France

On site

28-11-2025

Company Name

Natixis Corporate & Investment Banking

Job Title

Stage - 6 mois - Data Scientist en évaluation des risques F/H

Job Description

Job title: Data Scientist Intern – Risk Evaluation (6‑month) Role Summary: A 6‑month internship (starting January 2026) with a Risk Valuation Equity team focused on equity‑derivatives valuation, back‑testing, fairness computation, and data quality. The intern will extract and structure market data, train machine‑learning models, monitor data quality, refactor Python scripts used by analysts, and document all work. Expectations: - Complete internship in a 6‑month fixed term. - Work closely with a senior mentor on assigned data‑science projects. - Deliver actionable outputs in Python, documentation, and monitoring dashboards. - Maintain confidentiality and comply with data governance policies. - Demonstrate effective communication in French and English. Key Responsibilities: - Parse textual market data to extract relevant fields. - Design, implement, and train ML models to structure raw market feeds. - Build and maintain monitoring/reporting tools to assess data‑provider and parsing‑model quality. - Refactor existing Python scripts for production efficiency and scalability. - Document model logic, assumptions, and usage guidelines for analysts. - Participate in team briefings and provide progress updates to the supervisor. Required Skills: - Proficiency in Python (pandas, scikit‑learn, numpy). - Experience with machine‑learning pipelines (feature extraction, model training, validation). - Familiarity with data‑quality monitoring and reporting. - Ability to refactor and optimize code for production environments. - Strong analytical and problem‑solving capabilities. - Excellent written and verbal communication, especially in English. - Team‑player attitude and active listening. Required Education & Certifications: - Current enrolment in a Master’s (BAC+5) or equivalent program in Finance, Economics, or Engineering. - Specialisation or coursework in finance, particularly equity‑derivative strategies. - No specific certifications required beyond academic standing.

Charenton-le-pont, France

On site

28-11-2025

Company Name

Natixis Corporate & Investment Banking

Job Title

Stage - 6 mois - Développeur High-Performance Computing (HPC) F/H

Job Description

**Job title** 6‑Month Internship – High‑Performance Computing (HPC) Developer (F/M) **Role Summary** Internship focused on developing a proof‑of‑concept for the Armonik HPC solution to replace the existing Datasynapse platform. Works collaboratively with IT Global Markets & Risks to modernise distributed computing infrastructure and benchmark performance gains. **Expectations** - Complete the internship within 6 months starting February 2026. - Deliver a detailed report on performance, cost, and scalability results. - Communicate findings clearly to technical and non‑technical stakeholders. **Key Responsibilities** - Analyze current Datasynapse architecture and identify improvement opportunities. - Configure, deploy, and test Armonik within a Kubernetes environment. - Conduct comparative performance and cost‑efficiency tests between old and new solutions. - Collaborate with development and infrastructure teams to integrate HPC resources. - Document test procedures, results, lessons learned, and implementation recommendations. **Required Skills** - Strong knowledge of Java and experience with distributed application development. - Basic understanding of HPC concepts and grid computing management. - Familiarity with container orchestration (Kubernetes) and cloud‑native deployments. - Analytical mindset, proactive experimentation, and autonomous working ability. - Excellent written and verbal communication in English. **Required Education & Certifications** - Current enrolment at Bachelor + 4 or +5 level in Computer Science, Engineering, or related field. - No specific certifications required, but knowledge of HPC, Java, and Kubernetes is essential.

Paris, France

On site

10-12-2025

Company Name

Natixis Corporate & Investment Banking

Job Title

Stage - 6 mois - Analyste Quantitatif - Capital Economique F/H

Job Description

**Job title:** Quantitative Analyst Intern – Economic Capital (M/F) **Role Summary:** Six‑month internship in Quantitative Risk Modeling (QRM) focused on credit risk. Intern will develop and calibrate regression‑based models for systemic risk factors, integrate them into the internal economic‑capital framework, evaluate model performance via Monte Carlo VaR simulations, and communicate results to the credit risk team. **Expectations:** - Perform rigorous analysis of macro‑economic variables to model systemic risk factors. - Select relevant predictors and build high‑performance regression models. - Calibrate model parameters (correlation, variable distributions) within the economic‑capital system. - Validate models statistically and assess economic relevance. - Compute VaR using Monte‑Carlo techniques and benchmark results. - Prepare and present progress updates; deliver a comprehensive final report. **Key Responsibilities:** - Examine and choose appropriate methodologies for systemic factor modeling. - Conduct variable selection and propose regression‑based models. - Integrate models into the internal capital framework, calibrate parameters. - Evaluate model performance for economic relevance and statistical validity. - Execute VaR calculations via Monte‑Carlo simulation and compare with reference metrics. - Report findings in written documents and deliver oral presentations. **Required Skills:** - Proficient in Python (pandas, numpy, scikit‑learn, etc.). - Strong analytical and problem‑solving abilities. - Experience with statistical modeling, regression analysis, and variable selection. - Knowledge of Monte‑Carlo simulation and VaR calculation. - Ability to calibrate and validate model parameters (correlations, distributions). - Excellent written and verbal communication skills. - Fluent in English. **Required Education & Certifications:** - Current Master’s (Bac+5) or equivalent in statistics, financial mathematics, data science, or engineering. ---

Paris, France

On site

18-12-2025