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DΞΛDLINΞ IN

2022 QUΛNTITΛTIVΞ ЯISK SUMMΞЯ INTΞЯNSHIP – LDN

 

 

London

We are looking for a bright and enthusiastic summer intern in our Risk department to assist with risk identification, data structure modelling and system enhancement.

Responsibilities:

  • Assist Risk Managers in identifying and evaluating risk factors across multiple asset classes including equity indices, single name equities, corporate bonds, fixed income and FX
  • Work with risk managers, quantitative researchers and technology groups to enhance quantitative risk models and scenario testing
  • Research and development of pricing models for derivatives using libraries such as Numerix and QuantLib
  • Assist in the enhancement and support of existing risk systems and applications (Valuation, Risk, Pnl Predict, Pnl Explain, Scenario Analysis)
  • Apply machine learning techniques (dimensionality reduction, density estimation, SVMs, hierarchical clustering) to identify trends, patterns, and relationships in data
  • Develop novel visulations using (matplotlib, seaborn, bokeh, etc) for Risk Managers to better understand sources of market risk
  • Develop web-based dashboards for viewing and analysing risk data
  • Clean and validate output data
  • Gather historical data on risk factors for analysis
  • Writing Python scripts to automate tasks

Desirable Candidates: 

  • Pursuing an undergraduate, or Master’s degree in Financial Engineering
  • Interest in financial markets
  • Experience in writing Python code (Pandas, numpy, sklearn, dash, plotly, flask, django)
  • Strong communication skills both written and verbal
  • Ability to find creative solutions to problems
  • Familiarity with machine learning
ΛPPLY

About Capstone

Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $9.5 billion of AUM and 219 employees (as of February 1, 2022), Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Stamford, and Los Angeles. Through strategic insight, market-leading expertise and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team and industry.