Quantitative Modelling Intern: Finance Meets Tech in Paris

Murex; Paris; Hybrid; EUR 10,000 - 15,000; Full time

Job summary

Murex invites a Second-year Engineering or Computer Science student to join the MACS Modelling team in Paris for a three-month internship in quantitative modelling. You will review recent literature, design and prototype models in Python and C++, and benchmark their performance on risk and pricing problems, collaborating with finance experts and leveraging GPU computing where appropriate.

The role blends Mathematics, Finance and Technology, offering exposure to capital markets, cross-asset

Qualifications

• Two: strong proficiency in Python and object-oriented programming.
• Knowledge of C++, parallel programming or GPU computing is beneficial.
• Familiarity with stochastic calculus and numerical methods for derivatives is advantageous depending on assignment.

Responsibilities

• Review recent academic literature and assess relevance of new modelling approaches.
• Design and prototype quantitative models, simulation methods, and research prototypes in Python and/or C++.
• Test and benchmark methodologies for accuracy, stability and computational performance.

Skills

Python

OO programming

C++

GPU computing

Stochastic calculus

Numerical methods

Capital markets interest

English & French communication

Education

Second-year engineering student

Job description

Murex invites a Second-year Engineering or Computer Science student to join the MACS Modelling team in Paris for a three-month internship in quantitative modelling. You will review recent literature, design and prototype models in Python and C++, and benchmark their performance on risk and pricing problems, collaborating with finance experts and leveraging GPU computing where appropriate.

The role blends Mathematics, Finance and Technology, offering exposure to capital markets, cross-asset