2027 Quantitative Research Markets Analyst Program - Off-Cycle Internship - London

Program overview

Role responsibilities

• Develop and maintain mathematical models, algorithms, methodologies, and supporting infrastructure.
• Value and hedge financial transactions across flow products and complex derivatives.
• Support quantitative modeling and research for trading strategies and decision-making.
• Collaborate with trading teams to translate research insights into market applications.
• Partner with quantitative researchers, technologists, traders, marketing, and risk managers.
• Conduct alpha research, calibrate model parameters, and optimize financial instrument pricing.
• Manage risk in existing portfolios.
• Support research, strategy deployment, product innovation, and portfolio optimization activities.

Required qualifications

• Be enrolled in a bachelor's or master's program in a relevant quantitative or technical field.
• Graduate between September 2026 and March 2028.
• Have programming experience in Python, C++, or another programming language.
• Demonstrate analytical, quantitative, problem-solving, and research skills.
• Work effectively in dynamic collaborative environments.
• Communicate findings clearly to non-technical audiences.

Preferred qualifications

• Knowledge of options pricing theory or trading algorithms, or demonstrated interest in finance.
• Confidence and initiative to take ownership and manage projects independently.
• Knowledge of machine learning and data science concepts, techniques, and tools.

Candidate profile

• A strong interest in global financial markets is essential.
• The role values flexibility, teamwork, attention to detail, and the ability to handle pressure.
• A strong focus on science or engineering in undergraduate studies is important.

Assessment process

• Candidates who advance may be invited to complete a coding challenge and a self-recorded video assessment.
• Both assessments are required for continued application consideration.

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