Financial director / Consolidation


Quantitative analyst internship

20 May England - Greater London, London Intership

The objective of this internship is to support the development of our quantitative franchise.
The candidate will work specifically on credit risk measures from CDS or Bonds.
He will ideally have knowledge of CDS pricing, CDS curve stripping, bond pricing, rate curve stripping from bonds, Z-spread etc.
Research/literature review, implementation and tests in a production environment (.NET, python).

The candidate should have mathematics and object orienting coding skills (Phd in applied mathematics would be an advantage).
He/she would preferably have good knowledge of option pricing models, know numerical optimization techniques and should be able to code in a .NET environment.
Knowledge of Python would be appreciated.

The candidate should be curious, motivated to write research papers and show a maturity to explore new ideas.

Legal and Regulatory Responsibilities:
Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and Compliance policies and procedures as issued from time to time
Financial Security requirements, including, but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer.

Maintain appropriate knowledge to ensure to be fully qualified to undertake the role.
Complete all mandatory training as required to attain and maintain competence.

Key Internal contacts:
GMR Management and teams in London and overseas, GMR HR team, Property and Corporate services team.

Postgraduate qualification in Mathematics, Economics or Statistics.