Summary

Quantitative research internship focused on risk and treasury modelling, model validation, and financial solutions across asset classes. The role is based in London and requires Python or C++ proficiency alongside PhD-level quantitative study.

Responsibilities

• Analyze data for patterns and trends
• Conduct backtesting and assess strategies
• Maintain software systems for risk operations
• Assess models for soundness and risk
• Develop and validate mathematical models
• Optimize financial solutions across asset classes
• Review conceptual model designs and enhancements