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The XVA team NY works as part of Global XVA to model and price new OTC. We also actively participate in hedging and monitoring our positions and improving our system through different projects. We are looking to add a VIE intern to assist the team with pricing and in various projects, including improvements of our risks, pricing and new models implementation. The VIE intern should gain familiarity with internal systems and models used by XVA as well as our internal function libraries to produce pricing and risk. The VIE intern will: Understand our model of pricing and our various tools; Prices derivatives; Actively discuss with trading sales and engineering to understand the client’s need; Develop new tools for our XVA follow-up; Improve our reports; Participate in new projects to improve our system and pricing models. The VIE will work closely with all XVA team members worldwide and also with Sales and other trading desk in NY. Automatic translation