Quantitative Finance Intern – Risk Analytics (ORE)

London Stock Exchange Group; Boston (MA); On-site; USD 45,000 - 74,000; Full time

Benefits offered by this job

Annual Wellness Allowance

Paid time-off

Medical

Dental

Vision

Flex Spending & Health Savings Options

Prescription Drug plan

401(K) Savings Plan

Company match

Basic life insurance

Disability benefits

Emergency backup dependent care

Adoption assistance commuter assist

Job summary

London Stock Exchange Group in Boston offers a Quantitative Services Summer Internship Programme within Post Trade Solutions. The intern will work with the Quant team to develop Open-Source Risk Engine (ORE) applications for risk analytics and pricing, contributing to major financial risk services while gaining hands-on experience in a collaborative environment.

Eligibility requires being in penultimate year and expecting a predicted Master’s or PhD in quantitative fields, with Python or C++

Qualifications

• Interest in Quantitative Finance demonstrated through studies, projects or independent work.
• Knowledge of stochastic models/SDEs such as OU/Hull-White/Black-Scholes.
• Able to collaborate and communicate effectively.

Responsibilities

• Contributing to the development of Open-Source Risk Engine (ORE).
• Supporting the infrastructure for the IM Risk Generation (IMRG) service.
• Pricing client portfolios and performing stress-testing and backtesting using ORE.
• Utilizing ORE to calculate risk (VaR, SIMM, etc.) on client portfolios.
• Translating client portfolios into the ORE XML format.
• Collaborating with collateral management and risk teams to build financial applications.

Skills

Python

C++

Git

LaTeX

SDEs

Data analysis

Derivatives pricing

Communication

Education

Master’s degree (predicted)

PhD candidate (predicted)

Tools

Git

LaTeX

Job description

London Stock Exchange Group in Boston offers a Quantitative Services Summer Internship Programme within Post Trade Solutions. The intern will work with the Quant team to develop Open-Source Risk Engine (ORE) applications for risk analytics and pricing, contributing to major financial risk services while gaining hands-on experience in a collaborative environment.

Eligibility requires being in penultimate year and expecting a predicted Master’s or PhD in quantitative fields, with Python or C++