Job Description
12 Month Internship - Computational Finance
Business type: Corporate & Investment Banking
Job title: 12 Month Internship - Computational Finance
Contract type: Internship/Trainee
Term (in months): 12 Months
Job summary
Join our Global Market Division as a Computational Finance Intern within the XVA / Scarce Resources team. This role is crucial in supporting the team across various strategic projects, including the Smart XVA Project, by leveraging advanced machine learning techniques and financial modelling skills. A deep understanding of computational machine learning and proficiency in Python are essential for this position.
Key Responsibilities
- Model Development: Implement and refine machine learning models using Pytorch, focusing on supervised, unsupervised, and reinforcement learning algorithms
- Financial Modelling: Work closely with the XVA and Scarce Resources desk to enhance XVA pricing an...