2027 | EMEA | Paris | The Core Quantitative Strats | Seasonal/Off Cycle Internship

Core Quantitative Strats

Stage Paris, Ile-de-France, France FinTech / InsurTech
Publiée le
19/08/2026
Contrat
Stage · Inconnue
Localisation
Paris, Ile-de-France, France
Taille équipe
50-250 emp.
Rémunération
Inconnue
Télétravail total 0-1 ans exp. Francais

Avantages

Incentives à long terme
Missions clés Foster a culture of continuous learning and growth
Profil recherché 0-1 ans d'expérience · Rigueur · Innovation
Outils & compétences Mathematics, Python

Le poste en détail


About the program

Our Off-Cycle Program varies in length based on program/university for undergraduate students. You will be fully immersed in our day-to-day activities.

As a participant, you will:

  • Receive training designed to help you succeed
  • Have the opportunity to work on real responsibilities alongside fellow interns and our people
Submitting Your Application
  • Each applicant has the opportunity to apply to up to 4 separate business / location combinations in any given recruiting year. Any additional application will be auto withdrawn. In order to apply to an additional opportunity, you must withdraw a current application that has not been turned down.
  • A single applicant should not create multiple email addresses to apply to additional opportunities 

About the division

The Core Engineering Division builds and operates the platforms, applications, data solutions, models, and analytics that power critical processes for The Core divisions of the firm (e.g., Risk, responsible for the risk profile of firm activities; Controllers, responsible for the financial control and reporting obligations; Compliance, responsible for the firm’s compliance, regulatory, and reputational risks; Corporate Treasury, responsible for the firm’s liquidity, funding, balance sheet, etc.; and Human Capital Management, responsible for attracting, developing, and managing a global workforce). A centralized engineering structure in support of The Core enables a common platform model and operating framework that promotes consistent governance and scalable solutions, leveraging cloud, AI, and machine learning for innovation and efficiency.

Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance.