Moody's is a developmental culture where we value candidates who are willing to grow. So, if you are excited about this opportunity but don't meet every single requirement, please apply! You may be a perfect fit for this role or other open roles.
Moody's is a global integrated risk assessment firm that empowers organizations to make better decisions.
At Moody's, we're taking action. We're hiring diverse talent and providing underrepresented groups with equitable opportunities in their careers. We're educating, empowering and elevating our people, and creating a workplace where each person can be their true selves, reach their full potential and thrive on every level. Learn more about our DE&I initiatives, employee development programs and view our annual DE&I Report at moodys.com/diversity
Want more jobs like this?
Get Data and Analytics jobs in Puteaux, France delivered to your inbox every week.
We are seeking a highly motivated and analytical summer intern to join our Actuarial Modelling team. The successful candidate will work with state-of-the-art life actuarial tools, most notably the AXIS actuarial system, and will contribute to enhancing Asset Liability Management (ALM) methodologies. The candidate will also be exposed to financial modelling and stochastic modelling.
You will be working within the EMEA AXIS team, a group focused on executing a growth strategy for the AXIS™ actuarial modelling system throughout the EMEA (Europe, Middle East and Africa) regions.
Overview of role/responsibilities for the intern:
- This is a HYBRID role
- Actuarial Modelling: Assist in the development, testing, and maintenance of actuarial models in AXIS according to the company's modelling standards. This includes but is not limited to pricing, valuation, and risk management models.
- ALM Best Practices: Contribute to the review and enhancement of our ALM methodologies and practices. This involves understanding the interaction between assets and liabilities, assessing the impact of financial risks, and recommending strategies to optimize returns while managing risk.
- Data Analysis: Analyze datasets to identify patterns, trends, and insights that can inform modelling and decision-making processes.
- Collaboration: Work closely with other team members, including actuaries, data scientists, and engineers, to achieve team and company objectives.
Qualifications:
- Currently pursuing last year of Master's degree in Actuarial Science
- Knowledge of at least one programming language
- Experience with an actuarial system is preferred.
- Strong understanding of actuarial concepts and methodologies, particularly in relation to PV of cash-flows and ALM
- Excellent analytical and problem-solving skills, with the ability to handle large datasets.
- Strong communication skills, with the ability to explain complex concepts to non-technical audiences.
- Fluency in French and good level in English
Actual salaries will vary and will be based on various factors, such as candidate's qualifications, skills, and competencies. The salary is one component of Moody's total compensation package for employees. Other rewards and benefits include the following: Medical, Personal Accident, Life Insurance and Time Off.
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.
For more information on the Securities Trading Program, please refer to the STP Quick Reference guide on ComplianceNet
Please note: STP categories are assigned by the hiring teams and are subject to change over the course of an employee's tenure with Moody's.