Structuring Internship: Design And Implementation Of Cross Asset Qis Indices

Marex

London, United Kingdom
On-site
Final-year engineering or quantitative finance student
Advanced python programming skills
Strong background in mathematics and statistics
This internship offers immersion in a front-office structuring environment with exposure to real-time product design

Job Summary

  • This internship offers immersion in a front-office structuring environment with exposure to real-time product design.
  • Candidates will work alongside senior structurers and traders to analyze volatility, correlation, and cross-asset dynamics.
  • The role provides potential full-time opportunities for strong performers who demonstrate high levels of integrity and innovation.

Matching Summary

This internship offers immersion in a front-office structuring environment with exposure to real-time product design.

Skills & Requirements

Must-have

  • Final-year engineering or quantitative finance student
  • Advanced Python programming skills
  • Strong background in mathematics and statistics
  • Knowledge of stochastic calculus and probability theory
  • Experience with derivatives pricing and volatility modeling

Nice-to-have

  • Familiarity with deep learning frameworks like PyTorch
  • Enthusiasm for cryptocurrency as an asset class
  • Experience with C++ programming
  • Exposure to exotic derivative products
  • Ability to communicate complex ideas clearly

Key Requirements

  • Final-year student status in Engineering or Quantitative Finance
  • Master's degree in Quantitative Finance (M2) or equivalent
  • Excellent written and verbal communication skills in English

Work Rights

Not specified

Tailored Resume

Cover Letter