INTERNSHIP - STRUCTURING - DYNAMIC STRATEGIES - NYON

Kepler Cheuvreux, a leading independent European financial‑services group, is expanding its Dynamic Strategies offering within the Kepler Cheuvreux Solutions division. The internship, based on the trading floor in Nyon, runs for six months starting 1 December 2026 and supports a business that currently oversees more than €2 billion in assets. The intern will work closely with the structuring team to enhance both pre‑trade and post‑trade processes. Typical activities include creating client‑facing reports that monitor and promote strategies, handling the daily workflow such as rebalancing and corporate‑action processing, and automating routine tasks like position reconciliation and cash‑flow tracking. Additional duties involve participating in secondary trading of Delta‑One certificates, back‑testing existing models, assisting in the design of new strategies, and liaising daily with structuring, sales and strategy colleagues. Candidates must be enrolled in a top‑tier engineering or programming school, or a highly ranked university, with a focus on market finance. The role requires strong programming skills, particularly Python with libraries such as Pandas, SciPy, NumPy and Streamlit, plus solid SQL database experience. Proficiency with Excel and Bloomberg, a solid grounding in statistics, and a good understanding of financial markets and various asset classes are essential. The position also calls for a keen eye for layout and design, meticulous attention to detail, and a proactive, curious and rigorous attitude. Fluency in both French and English is mandatory. The internship offers exposure to a fast‑moving, international environment and the chance to contribute to a market‑leading broker that has been recognised as the "World's Best Broker" by Euromoney. Working on the trading floor provides direct insight into real‑time strategy execution and client interaction, while the six‑month period includes a structured recruitment process with fit and technical interviews. Successful interns will develop practical skills in quantitative finance, reporting automation and strategy development, positioning them well for future roles in the industry. What the role asks for: - Enrolled in top‑tier engineering/programming school or top‑ranked university, market‑finance focus - Proficient in Python (Pandas, SciPy, NumPy, Streamlit) - Skilled in SQL database management - Competent with Excel and Bloomberg - Strong statistical knowledge - Good understanding of financial markets and asset classes - Layout and design ability with attention to detail - Fluent in French and English