About the role#
This 12-week summer internship takes place within the Optimisation Strats Team in the Post Trade Engineering division. You will work alongside experienced engineers to solve real-world problems and contribute to the algorithms that power our services. This role is a full-time, hybrid position based in New York City starting in June 2027.
What you'll do#
- Design, implement, and maintain core algorithms for linear and convex optimisation problems.
- Interpret problem solutions as financial transactions to improve derivatives portfolios.
- Handle large datasets by implementing data pre-processing, post-processing validation, and proposal generation.
- Collaborate with the Product Development team to enhance products based on client feedback and performance analysis.
- Develop scaling schemes to improve reliability and performance.
- Introduce mixed integer models to achieve rounded solutions.
- Investigate solution sensitivity to data changes to identify constraint adjustments.
- Refactor code to share functionality and business logic across assets.
- Improve runtime performance by adding heuristics to reduce data sets and search space.
- Build functionality to validate incoming client data.
What you'll need#
- Enrollment in the penultimate or final year of an undergraduate degree in Mathematics, Physics, Computer Engineering, Computer Science, or a related quantitative field.
- Intent to continue studies into a Masters program for the 2027/28 academic year.
- Experience with Python and familiarity with pandas and numpy.
- A strong mathematical background in numerical methods, linear algebra, probability, and statistics.
- A basic understanding of linear or mixed integer programming and convex optimisation.
- Excellent problem-solving skills.
- Familiarity with UNIX is preferred.
- Knowledge of basic financial products is a plus.
Location & details#
- Location: New York City, New York, United States.
- Modality: Hybrid (3 days per week in office).
- Term: Summer 2027 (12 weeks).
- Employment: Full-time paid internship.
About LSEG
LSEG is a financial markets infrastructure business based in London. The company operates through divisions focused on data and analytics, capital markets, and post-trade services. It specializes in capital formation, financial benchmarking, and risk management. The organization employs over 10,000 people and maintains an open access model for its global client base.
How to get in at LSEG
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