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