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Programme
Internship
Location
London
Duration
10 weeks
About the role
The 10-week London internship offers PhD candidates the opportunity to build and enhance firm-wide pricing and analytics infrastructure. Interns will develop pricing models, numerical methods, algorithms, and analytics libraries, working with senior quantitative researchers and developers to support real-time trading across multiple asset classes.
Responsibilities
- Implement and optimize pricing models for various financial instruments.
- Develop numerical methods for derivatives valuation.
- Enhance analytics libraries to meet real-time trading performance requirements.
- Design algorithms for calibration, risk computation, and scenario analysis.
- Collaborate with quantitative researchers and developers from theory through production deployment.
Internship Experience
- Work with senior quants and developers throughout the 10-week program.
- Receive guidance from a dedicated manager and mentor.
- Attend learning sessions, hands-on skills workshops, and networking events.
- Build solutions addressing real-world challenges and quantitative trading needs.