Final-year engineering or quantitative finance student
Advanced python programming skills
Stochastic calculus and probability theory knowledge
The intern will work alongside structurers, quants, and traders on the design, analysis, and implementation of systematic investment strategies focusing on Commodities, Digital Assets, and X-Asset Volatility
Job Summary
The intern will work alongside structurers, quants, and traders on the design, analysis, and implementation of systematic investment strategies focusing on Commodities, Digital Assets, and X-Asset Volatility.
Candidates must possess a strong academic record in mathematics, statistics, and computer science with specific proficiency in stochastic calculus and numerical methods.
The role offers immersion in a front-office structuring environment with potential full-time opportunities for strong performers who demonstrate integrity and innovative thinking.
Matching Summary
The intern will work alongside structurers, quants, and traders on the design, analysis, and implementation of systematic investment strategies focusing on Commodities, Digital Assets, and X-Asset Volatility.
Skills & Requirements
Must-have
Final-year engineering or quantitative finance student
Advanced Python programming skills
Stochastic calculus and probability theory knowledge
Derivatives pricing and volatility modeling expertise
Nice-to-have
Experience with Deep Learning frameworks like PyTorch
Enthusiasm for Crypto as an asset class
Ability to communicate complex ideas clearly
C++ programming experience
Exposure to exotic derivatives products
Key Requirements
Final-year student status in Engineering or Quantitative Finance
Master's degree in Quantitative Finance (M2) or equivalent
Strong academic background in mathematics and statistics