Heading

London, England

Internship

Hybrid

Intern

LSEG is hiring a Quantitative Services Intern for its Post Trade Solutions division. The intern will help develop risk analytics solutions, contribute to ORE and related services, and use ORE to assess client portfolio risk.

Apply Now

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
Ideal candidates will have the rights to work in London or Dublin without restrictions for the duration of the internship programme