Finance Engineer Intern: Optimisation & Modelling (Hybrid)

London Stock Exchange Group; Greater London; Hybrid; GBP 20,000 - 27,000; Full time

Benefits offered by this job

Healthcare

Retirement planning

Paid volunteering days

Wellbeing initiatives

Job summary

London Stock Exchange Group in London recruits a Finance Engineer Summer Intern to explore optimisation algorithms for derivatives and assist in data processing and validation within a small team. The role emphasizes Python, numerical methods, and collaboration with Product Development to improve the optimisation services.

The successful candidate will work on projects ranging from scaling schemes to mixed-integer models, with a focus on performance and reliability, while developing practical

Qualifications

• Penultimate year of undergraduate or final year planning to pursue a Masters for 2027/28.
• Experience with Python and familiarity with Pandas and NumPy.
• Strong mathematical background (numerical methods, linear algebra, probability & statistics).
• Understanding of linear and/or mixed integer programming and convex optimisation.
• Excellent problem-solving skills.
• Knowledge of basic financial products is a plus.
• Familiarity with UNIX is desirable.
• Eligible to work in the UK/London for the duration of the internship.

Responsibilities

• Work on optimisation problems and algorithms central to derivatives portfolio management.
• Pre- and post-processing data handling, validation checks, and proposal generation.
• Collaborate with a small team to design and implement improvements to optimisation services.
• Engage with Product Development to enhance the product based on client feedback and performance analysis.
• Participate in projects such as scaling schemes, mixed-integer models, and code refactoring for shared functionality.

Skills

Python

Pandas

NumPy

Mathematics

Problem solving

Education

Undergraduate student in maths/physics/engineering/compsci

Tools

UNIX

Job description

London Stock Exchange Group in London recruits a Finance Engineer Summer Intern to explore optimisation algorithms for derivatives and assist in data processing and validation within a small team. The role emphasizes Python, numerical methods, and collaboration with Product Development to improve the optimisation services.

The successful candidate will work on projects ranging from scaling schemes to mixed-integer models, with a focus on performance and reliability, while developing practical