Quantitative Analyst Intern
Europe, United Kingdom
R
GBP 32K-35K (estimate) Entry-level Internship
Tasks
- Conduct model validation studies
- Contribute to internal pricing and XVA model library
- Perform ad hoc risk methodology analysis
- Provide technical support to risk management
- Test model robustness and reliability
Perks/Benefits
Skills/Tech-stack
Asymptotic Analysis | Brownian motion | C++ | Differential Equations | Ito Lemma | Mathematical Finance | Model Validation | Monte Carlo | Numeraire Change | Numerical Methods | Partial differential equations | Risk methodologies | Stochastic Calculus | XVA
Education
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