Quantitative Finance Intern - Risk Analytics (Summer)

LSEG; Boston (MA); On-site; USD 45,000 - 74,000; Full time

Job summary

LSEG's Quantitative Services Internship in Boston offers hands-on experience within the Post Trade Solutions division. You will join a team of quants developing risk analytics using the Open-Source Risk Engine (ORE), while pricing client portfolios and performing stress tests.

The role emphasizes collaboration across collateral teams and risk groups to deliver practical financial applications. Ideal candidates are in the penultimate year of graduate study, pursuing a PhD or master's in

Qualifications

• Interest in quantitative finance demonstrated through studies, projects or independent work.
• Proficiency in Python or C++ is required.
• Familiarity with Git and LaTeX is a plus.

Responsibilities

• Contribute to the development of Open-Source Risk Engine (ORE).
• Support the infrastructure for the IM Risk Generation (IMRG) service.
• Price client portfolios and perform stress-testing and backtesting using ORE.
• Use ORE to calculate risk (VaR, SIMM, etc.) on client portfolios.
• Translate client portfolios into the ORE XML format.
• Collaborate with collateral management and risk teams to build financial applications.

Skills

Quantitative finance interest

Python or C++

Git

LaTeX

Data analysis

Education

Master’s or PhD in Math/Physics/Financial Engineering or quantitative field

Penultimate year of graduate study

Tools

Git

LaTeX

ORE (Open-Source Risk Engine)

Job description

LSEG's Quantitative Services Internship in Boston offers hands-on experience within the Post Trade Solutions division. You will join a team of quants developing risk analytics using the Open-Source Risk Engine (ORE), while pricing client portfolios and performing stress tests.

The role emphasizes collaboration across collateral teams and risk groups to deliver practical financial applications. Ideal candidates are in the penultimate year of graduate study, pursuing a PhD or master's in