Quantitative Risk Analytics Intern: Derivatives & Modeling

Quantitative Risk Analytics Intern: Derivatives & Modeling

Full-Time No working from home possible
European Bank for Reconstruction and Development

The European Bank for Reconstruction and Development invites applications for a Quantitative Risk Analytics internship in London. Under supervision you will work on quantitative risk modelling, automate risk processes, and contribute to the in-house Quantitative Risk Engine (QRE), with exposure across market, credit and liquidity risk.

No prior professional experience is required, but strong quantitative and programming skills in Python and/or C++ are expected.

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Quantitative Risk Analytics Intern: Derivatives & Modeling employer: European Bank for Reconstruction and Development

The European Bank for Reconstruction and Development is an exceptional employer, offering a dynamic work culture that prioritises employee well-being and professional growth. Located in the vibrant city of London, we provide comprehensive training opportunities and a supportive environment where your contributions to health and safety initiatives are valued. Join us to make a meaningful impact while enjoying the benefits of working in a diverse and inclusive organisation.

European Bank for Reconstruction and Development

Contact Details:

European Bank for Reconstruction and Development Recruitment Team