DB
Programme
Internship
Location
London
Duration
18 weeks
Deadline
2026-10-30
About the role
This 18-week London internship places postgraduate quantitative students within FIC quantitative trading teams covering foreign exchange, rates, and credit. You will apply statistics, machine learning, and programming to research, optimise, and monitor automated pricing, hedging, and trading systems, supported by formal training, expert supervision, and real project experience.
Responsibilities
- Apply high-frequency statistical inference to assess how markets may evolve and identify trading signals.
- Use bespoke modelling to create competitive client prices and efficiently hedge positions.
- Develop and optimise automated pricing, hedging, and electronic liquidity-provision systems.
- Build monitoring tools for automated trading platforms and respond tactically to market changes.
- Complete supervised research projects, potentially including deep learning, particle filtering, or Kalman filtering.
Programme and Training
- The internship provides formal training, continuous support, and on-the-job experience with real projects.
- Quantitative trading teams cover foreign exchange, rates, and credit trading.
- Research projects may involve several months of focused work with expert supervision.
- Projects may be co-supervised thesis opportunities and can contribute to live trading systems.
Application Process
- Shortlisted applicants must attend an in-person technical test on a specified, non-flexible date and location.
- Applications are reviewed on a rolling basis, and the role may close before the stated deadline.
- Applicants may submit only one application per UK recruitment season.