🚀 Internship
Intern, Quantitative Risk Analytics
🚀 Off-cycle
London
⌛ 8d left
Apply by Jun 2
Description
- Under the supervision of the Associate Director, Quantitative Risk Analytics (QRA), the prospective intern will focus on specific quantitative projects, contributing to the development of the models and tools used by the QRA team.
Area of Responsibilities
Data
Banking & Finance
Responsibilities
- Automate the sourcing of data used as input in the model inventory maintained by the team.
- Contribute to the development of Python and C++ code for the Quantitative Risk & Analytics models and methodologies.
- Participate in the in-house analytical/pricing library implementation including new scenarios generation models, pricing functions, risk factor calibration, backtesting, sensitivities calculation or risk aggregations.
Requirements
- Masters or Bachelors in Quantitative Finance, Engineering, Maths and/or Sciences
- Strong analytical, quantitative and programming skills.
- Ability to explain complex quantitative concepts in an accessible way and proven English language drafting skills.
- Familiarity with options pricing theory, stochastic processes, Monte Carlo simulation, advanced statistical estimation and filtering.
- Basic understanding of major capital markets instruments across asset classes, including interest rate, foreign exchange, inflation, credit derivatives and hybrid products).
- Familiarity with any of the following: C++, Python, Matlab, R.
Competencies & Personal Attributes
- Ability to work to deadlines and under time pressure.
- Attracted to the multi-cultural environment of EBRD as well as to the mission of the Bank with its challenges and opportunities.
Education requirements
Bachelors
Masters