Intern - Quantitative Services

## Intern - Quantitative Services Apply:
Boston, Massachusetts:
Full time:
Posted Today:
R0124310
** Programme starts:
June 2027
**** Duration: 12 Weeks
**** Please review all the internship opportunities and make one application
** Our Quantitative Services Summer Internship Programme has been crafted so that you can understand what a career on the Quantitative Services team of Post Trade Solutions at LSEG would be like. As an intern, you play a part in the success of our organisation.

This position is within the Quantitative Services team of the Post Trade Solutions division at LSEG based in Boston.

The Quantitative Services team is responsible for the development of ORE, its dependent services, and implementation of ORE in major financial institutions to deliver transparent, state-of-the-art risk management.

To be eligible, you must be in your penultimate year of graduate study and due to complete your degree on or before summer 2028. You should have a predicted PhD or master’s degree in Math, Physics, Financial Engineering or other quantitative fields.

The successful candidate will work as part of a team of Quants to develop solutions for our risk analytics services.
** Internship Summary
*** Contributing to the development of Open-Source Risk Engine (ORE).
* Supporting the infrastructure for the IM Risk Generation (IMRG) service.
* Pricing client portfolios and performing stress-testing and backtesting using ORE
* Utilizing ORE to calculate risk (VaR, SIMM, etc.) on client portfolios
* Translating client portfolios into the ORE XML format.
* Collaborating with collateral management and risk teams to build financial applications
** What we are looking for:
** We are passionate about recruiting people who are interested in pursuing a career within Financial Engineering and would like to learn about the full breadth of our business – and are interested in playing a part of our development, as it grows and diversifies.
* Interest in Quantitative Finance, demonstrated through studies, projects or independent work
* A good understanding of at least Python or C++
* Familiarity with Git, LaTex, is ideal but not essential
* Having functional knowledge on stochastic models/SDEs, e.g. Ornstein-Uhlenbeck/Hull-White model, Black-Scholes model, etc.
* Someone who can collaborate with others, using their communication skills in the process.
* A curiosity for data and an ability to analyse information to draw conclusions and propose solutions.
* Knowledge of financial derivatives and pricing techniques, e.g. finite difference, Monte Carlo Simulation, etc.
* Ideal candidates will have the rights to work in USA without restrictions for the duration of the internship programme

You will stand out to us if you can demonstrate and recognise that what you achieve is equally important as how you achieve it.
** Applications close:
** 30th November, we recommend an early application because we consider candidates on a rolling basis and may close applications early.
** Recruitment Process:
*** The first stage of the recruitment process involves making an application and submitting your resume.
* The next stage of the application process is an untimed Immersive Online Assessment. The assessment is designed to give you an insight into what it’s like to work at LSEG.
* The third stage is a video interview where you will answer a series of questions using a strength-based-interview style
* The final stage is a virtual half day assessment centre which involves several different types of exercises – further information is provided at the point of invite.
** Please review all the internship opportunities and make
** one application If you make more than one application, we will review your first application only.

Please note, all our assessment…