About the role#
The Quantitative Services Summer Internship Programme at LSEG provides an opportunity to gain experience within the Post Trade Solutions division. Interns join a team of quantitative analysts to develop solutions for risk analytics services. This 12-week programme begins in June 2027 and is based in Boston.
What you'll do#
- Contribute to the development of the Open-Source Risk Engine (ORE).
- Support the infrastructure for the IM Risk Generation (IMRG) service.
- Price client portfolios and perform stress-testing and backtesting using ORE.
- Calculate risk metrics, such as VaR and SIMM, on client portfolios.
- Translate client portfolios into the ORE XML format.
- Collaborate with collateral management and risk teams to build financial applications.
What you'll need#
- Enrollment in the penultimate year of graduate study, with a degree completion date on or before summer 2028.
- A predicted PhD or master’s degree in Mathematics, Physics, Financial Engineering, or a related quantitative field.
- A strong interest in quantitative finance.
- Proficiency in Python or C++.
- Functional knowledge of stochastic models and SDEs, such as Ornstein-Uhlenbeck, Hull-White, or Black-Scholes.
- Knowledge of financial derivatives and pricing techniques, including Monte Carlo simulation or finite difference methods.
- Curiosity for data, analytical skills, and the ability to communicate effectively with team members.
- Legal authorization to work in the USA without restrictions.
Location & details#
- Location: Boston, Massachusetts.
- Modality: Hybrid (3 days per week in the office).
- Term: Summer 2027 (12 weeks).
- Employment: Full-time internship.
- Compensation: This is a 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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