LSEG is hiring an intern for its Quantitative Services team within Post Trade Solutions. The role supports development of risk analytics solutions, including Open-Source Risk Engine (ORE), and applies ORE to client portfolios for pricing and risk analysis.
Responsibilities
The successful candidate will work as part of a team of Quants to develop solutions for our risk analytics services
Contributing to the development of Open-Source Risk Engine (ORE)
Supporting the infrastructure for the IM Risk Generation (IMRG) service
Pricing client portfolios and performing stress-testing and backtesting using ORE
Utilizing ORE to calculate risk (VaR, SIMM, etc.) on client portfolios
Translating client portfolios into the ORE XML format
Collaborating with collateral management and risk teams to build financial applications
Qualification
Required
To be eligible, you must be in your penultimate year of graduate study and due to complete your degree on or before summer 2028
You should have a predicted PhD or master's degree in Math, Physics, Financial Engineering or other quantitative fields
Interest in Quantitative Finance, demonstrated through studies, projects or independent work
A good understanding of at least Python or C++
Having functional knowledge on stochastic models/SDEs, e.g. Ornstein-Uhlenbeck/Hull-White model, Black-Scholes model, etc
Someone who can collaborate with others, using their communication skills in the process
A curiosity for data and an ability to analyse information to draw conclusions and propose solutions
Knowledge of financial derivatives and pricing techniques, e.g. finite difference, Monte Carlo Simulation, etc
Preferred
Familiarity with Git, LaTex, is ideal but not essential
Ideal candidates will have the rights to work in USA without restrictions for the duration of the internship programme
Benefits
Eligible for the Variable Incentive Compensation plan; target variable compensation will be commensurate with the posted career stage.
Hybrid working: spend 3 days in the office and work flexibly the rest of the time.
Healthcare
Retirement planning
Paid volunteering days
Wellbeing initiatives
LSEG (London Stock Exchange Group) is a diversified international markets infrastructure business —earning our clients’ trust for over 300 years.
