Quantitative Risk Advisory Intern – Geneva

EY; Lancy; Vor Ort; CHF 20.000 - 27.000; Vollzeit

Zusammenfassung

EY’s Quantitative Advisory Services team in Geneva seeks an intern to support risk modelling and client engagements. You will participate in execution, contribute to the valuation of derivatives and risk models, and grow through EY’s educational programs and training opportunities.

Ideal candidates are finishing a master’s in banking/finance with strong quantitative skills, programming experience, and a global mind-set. Fluent in French and English with openness to other languages.

Qualifikationen

• Recently graduated or finishing a master’s degree in banking and finance with quantitative knowledge.
• Interest in risk management, financial product valuation, data analysis and banking.
• Awareness of Basel III Final or similar regulatory requirements.
• Some programming experience in Python, SQL, R, C# or VBA.
• Curiosity about AI/ML and applying quantitative techniques to risk problems.
• Excellent French and English; Italian or German is a plus.

Aufgaben

• Participate in engagement execution and delivery for clients in financial services.
• Support audit mandates in valuation of financial products and risk models.
• Develop technical and social skills through EY educational programs and training.

Kenntnisse

Quantitative skills

Analytical mindset

Curiosity about AI/ML

Strong communication

Multilingual (French/English)

Ausbildung

Master's degree in banking and finance

Tools

Python

SQL

R

C#

VBA

Jobbeschreibung

EY’s Quantitative Advisory Services team in Geneva seeks an intern to support risk modelling and client engagements. You will participate in execution, contribute to the valuation of derivatives and risk models, and grow through EY’s educational programs and training opportunities.

Ideal candidates are finishing a master’s in banking/finance with strong quantitative skills, programming experience, and a global mind-set. Fluent in French and English with openness to other languages.