Job Description
The Role
We are seeking an exceptional intern to join our Discretionary Macro Fixed Income (DMFI) Quant team in London where you will have an opportunity to meaningfully contribute to building and enhancing our derivatives pricing and risk infrastructure, delivering solutions that directly impact our trading operations across multiple asset classes.
What You’ll Do
Reporting to our Lead Architect, you will work collaboratively to design, build, and test our derivatives analytics library and framework. More precisely, you will collaborate with traders and quant researchers to deploy new pricing models and enhance existing analytics. Additionally, you will improve our risk analytics for real‑time trading and risk management.
You will work on the end‑to‑end derivatives platform, including market and reference data integration, model testing and validation, and Greeks calculation.
What You Need
- A bachelor’s or master’s degree...