HSBC Holdings · PARIS, France
Stage Recherche Quantitative Equity Derivatives (f/m/d)
Listed on HSBC Holdings’s official careers site. Listed as of October 20, 2026. Check that it is still open and apply there.
Apply on HSBC Holdings’s careers site →Job description
Markov chain approximation of Local Stochastic Volatility Model SPX & VIX joint calibration Fast local volatility (Bass construction) Fast pricer (neural nets and alternatives) VAE for volatility surfaces BAC+5, vous êtes actuellement en fin de cycle d'école d'ingénieur ou universitaire avec une spécialisation en finance de marché et/ou Data Science/IT Bonne maitrise du Langage objet (Python, C++) Solides aptitudes en analyse quantitative Curiosité, autonomie, niveau d'anglais courant.
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