12 Month Internship - Computational Finance

Business type: Corporate & Investment Banking

Job title: 12 Month Internship - Computational Finance

Contract type: Internship/Trainee

Term (in months): 12 Months

Job summary

Join our Global Market Division as a Computational Finance Intern within the XVA / Scarce Resources team. This role is crucial in supporting the team across various strategic projects, including the Smart XVA Project, by leveraging advanced machine learning techniques and financial modelling skills. A deep understanding of computational machine learning and proficiency in Python are essential for this position.

Key Responsibilities

• Model Development: Implement and refine machine learning models using Pytorch, focusing on supervised, unsupervised, and reinforcement learning algorithms
• Financial Modelling: Work closely with the XVA and Scarce Resources desk to enhance XVA pricing an...