Intern - Quantitative Research, Fixed Income and Credit (12 months)
- Internship
- 21541
- London
Job Description
Over Purpose
Fixed Income Credit Research team is undergoing multiple innovation projects, looking to rebuild the pricing library and to automate further testing and bug detection. The team currently builds the financial product models in the new framework and prepares the migration of existing products from the legacy library. The intern will help to accelerate the migration and improve testing and reconciliation capabilities including the usage of AI when possible.
Main responsibilities
- Develop, implement and assess models used for pricing and risk management of structured credit and hybrid derivatives available in the trading books.
- Improve unit and regression testing in our C++ library.
- Develop quantitative research and analysis for financial pricing and hedging strategies.
- Keep abreast of cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.
- Provide support on existing Front Office pricing architecture.
- Systematically document work and provide a clear view of process assumptions and numerical approximations.
Required Skills/Qualifications/Experience
- Mathematical, statistical and numerical skills (MSc/Phd) in a scientific subject
- Programming skills in C/C++ or C# or Python
- Knowledge in Financial Markets specifics
- Knowledge of Summit is a plus
Personal attributes
- Motivated for Quant Research in Fixed Income Credit
- Pragmatic with the right attitude and intellectual honesty
- Strong problem-solving skills and risk consciousness
- Good communication and presentation skills
- Good team player
- Ability to work on projects mostly independently with flexibility and creativity
- To be able to communicate to the management in a clear and regular way on the progress of the various projects
Intern - Quantitative Research, Fixed Income and Credit (12 months) employer: Natixis NY Branch
At Natixis NY Branch, we pride ourselves on fostering a dynamic work environment that encourages innovation and professional growth. As a Compliance Surveillance Intern, you will gain invaluable experience in the financial sector while working alongside industry experts in a collaborative culture that values your contributions. Our commitment to employee development is matched by our competitive benefits package, making us an excellent employer for those seeking meaningful and rewarding careers in finance.
