Current Opportunity
Quantitative Services Summer Intern - London
Position Summary
Programme starts June 2025
Duration: 12 Weeks
The Quantitative Services team is responsible for the development of ORE, its dependent services, and implementations of ORE in major financial institutions to deliver transparent, state-of-the-art risk management.
The successful candidate will work as part of a team of Quants to develop solutions for our risk analytics services.
Role Responsibilities
Examples of projects include:
- Contribute to the development of Open-Source Risk Engine (ORE).
- Contribute to the infrastructure of the IM Risk Generation (IMRG) service.
- Translate client portfolios into ORE XML format.
- Utilize ORE to calculate risk (VaR, SIMM, etc.) on client portfolios.
- Work alongside cross-functional collateral management and risk-teams to collaborate and create financial applications.
Experience and Qualifications Required
Desired skills:
- Interest in Quantitative Finance
- Proficiency in Python and C++
- Familiarity with Git, LaTeX
- Having functional knowledge on stochastic models/SDEs, e.g. Ornstein-Uhlenbeck/Hull-White model, Black-Scholes model, etc.
- Knowledge of financial derivatives and related risks
- Ability to manage tasks and meet deadlines
Applications Close: 27 November. However, we recommend an early application because we consider candidates on a rolling basis. Depending on the volume of applications, we may close the application process earlier.
