Your responsibilities

• Build, assess and validate traded risk models using real world data.
• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.
• Identify areas for improvements, automation and enhanced controls.
• Document enhancements in accordance with the on-shore standards.
• Participate in ad hoc projects.
• Articulate our modeling approach to internal and external stakeholders in a non-technical language.
• Assist in the on-going application of the models in a business-as-usual risk management framework.

Our requirements

• Ph.D/M.Sc./B.S. in Quantitative Finance/Physics/Mathematic/ Software Engineering/ Economics or related disciplines.
• Strong understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
• Familiarity with risk measures, derivative products and their pricing.
• Good knowledge of Python programming language.
• Open personality and effective written and oral communication skills in English.

What we offer

• 3 months paid internship in a professional team and international environment.

• Training and introduction to the Traded Risk activities/models.

• Consistent scope of responsibilities and guidance.

• Flexible working arrangement (part time, working from home).

• Interesting path of a career in an international organization.

• Outstanding interns are offered permanent roles after completion.