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 - 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

Company Name

Natixis Corporate & Investment Banking

Job Title

Stage - 6 mois - Java Developer IT - F/H

Job Description

**Job Title:** IT Java Developer Internship (6-Month) **Role Summary:** Six-month IT internship for a Java Developer in structured finance applications, focusing on AI integration in banking. Requires collaboration with cross-functional teams and participation in Agile development processes. **Expectations:** Full-stack software development in Java aligned with AI-driven financial use cases. Automation of workflows using tools like CoPilot and Power Automate. Active contribution to project planning and technical requirement analysis. **Key Responsibilities:** - Design, develop, and test Java applications for structured finance systems utilizing AI technologies. - Collaborate with team members to translate business requirements into technical specifications. - Automate data workflows using CoPilot, Power Automate, and other relevant tools. - Participate in Agile ceremonies (sprint planning, daily stand-ups, retrospectives). - Ensure alignment with project timelines and deliverables under supervisor guidance. **Required Skills:** - Proficiency in Java programming and full-stack software development. - Familiarity with Agile methodologies and software development lifecycle practices. - Experience with automation tools (e.g., Power Automate) and basic data workflow optimization. - Strong analytical and problem-solving abilities. - Fluency in English and working knowledge of banking/finance terminology. **Required Education & Certifications:** Master’s degree or equivalent (computer engineering, business school, or equivalent) in software development, with specialization in full-stack development. No certifications specified.

Charenton-le-pont, France

On site

25-12-2025

Company Name

Natixis Corporate & Investment Banking

Job Title

Développeur Fullstack Java - IT Risk (F/H)

Job Description

Job Title: Fullstack Java Developer – IT Risk Role Summary: Develop and maintain full‑stack applications for the PnL validation and certification process in the risk domain. Design front‑end interfaces and back‑end services, ensure code quality, performance, and user experience, and collaborate with business and IT teams to deliver reliable risk solutions. Expectations: - Minimum 3‑5 years of full‑stack development experience in a banking or financial services environment. - Strong teamwork and communication skills, able to liaise between IT and business stakeholders. - English language proficiency at least B2. - Demonstrated Agile (Scrum) experience. Key Responsibilities: - Gather functional and technical requirements from stakeholders. - Design, code, and test front‑end (Angular) and back‑end (Java/C#) components. - Implement and consume REST and SOAP web services; interact with SQL and NoSQL databases. - Optimize application performance and user experience. - Participate in code reviews, unit/integration testing, deployments, and ongoing maintenance. - Contribute to the design and implementation of a new graphical interface for risk teams to view and certify PnL. - Collaborate on upstream processes, data pipelines, and database architecture as needed. Required Skills: - Proficient in Java, C#, and AngularJS. - Experience with relational (SQL) and non‑relational (NoSQL) databases. - Comfortable building and consuming RESTful and SOAP services. - Familiar with Agile methodologies, especially Scrum. - Strong code quality discipline; peer review, unit testing, and CI/CD. - Solid understanding of finance or risk management concepts is a plus. - Effective verbal and written communication skills. Required Education & Certifications: - Bachelor’s degree or higher in Computer Science, Information Technology, or related field. - Professional certifications (e.g., Scrum Master, Java SE, Microsoft Certified Solutions Developer) are desirable but not mandatory.

Paris, France

On site

26-12-2025

Company Name

Natixis Corporate & Investment Banking

Job Title

Stage - 6 mois - IT Quant Equity Pricing F/H

Job Description

**Job Title:** Internship – 6 Months – IT Quant Equity Pricing (M/F) **Role Summary:** Support the Pricing & Analytics team by converting the current C#‑based XML pricing pipeline to a 100 % C++ environment. Deepen knowledge of market data, equity derivatives pricing, and structured products while enhancing XML generation and data quality processes. **Expectations:** - Enrolment in a Master’s (Bac+5) program in Computer Science, Engineering, or related field. - Passion for new technologies and software development. - Proficiency in English (written and spoken). - Strong adaptability, initiative, and analytical communication skills. **Key Responsibilities:** 1. Identify, evaluate, and qualify market data inputs (interest rates, FX, forwards, cross‑currency swaps, equity spot, volatility surfaces, correlations). 2. Refactor existing C# pricing logic to C++ while maintaining functional parity. 3. Continuously optimize XML pricing queries for readability and performance. 4. Analyze pricing data using Sophis (Finastra) to calculate product prices and assess pricing impact with internal services. 5. Harmonize pricing outputs from the Equity Toolkit with the internal pricing service. **Required Skills:** - Programming: C++, Git/GitLab, C# .NET, Python. - Functional knowledge of equity derivatives and pricing methods (e.g., Monte Carlo). - Experience with XML generation and data structuring. - Familiarity with financial market data (interest rates, FX, swaps, equity, vol surfaces). - Strong analytical, organizational, and communication abilities. - Fluency in English. **Required Education & Certifications:** - Master’s level (Bac+5) in Computer Science, Software Engineering, or a related discipline. - No specific certifications required, but knowledge of financial engineering or quantitative finance courses is advantageous.

Paris, France

On site

22-01-2026