LS
Programme
Internship
Location
London
Duration
12 weeks
About the role
This 12-week summer internship offers exposure to LSEG’s Quantitative Services team within Post Trade Solutions. Interns help develop risk analytics services, price and stress-test portfolios, and collaborate with financial risk teams using quantitative finance and programming skills. The programme starts in June 2027.
Responsibilities
- Contribute to the development of the Open-Source Risk Engine (ORE).
- Support infrastructure for the Initial Margin Risk Generation service.
- Price client portfolios and perform stress-testing and backtesting using ORE.
- Calculate portfolio risk measures, including VaR and SIMM, using ORE.
- Translate client portfolios into ORE XML format.
- Collaborate with collateral management and risk teams to build financial applications.
Recruitment Process
- Submit an application and resume during the first recruitment stage.
- Complete an Immersive Online Assessment designed to reflect work at LSEG.
- Attend a strength-based video interview answering a series of questions.
- Complete a coding assessment to demonstrate technical capabilities.
- Attend a virtual half-day assessment centre involving several exercises.
Logistics
- The position is based in London or Dublin.
- Hybrid working includes three days in the office; assessment centres are conducted virtually.