Quant Developer Intern: Derivatives Pricing & Risk

A leading hedge fund firm in London is seeking a talented intern for their Discretionary Macro Fixed Income Quant team. This exciting internship offers the chance to contribute to building and enhancing derivatives pricing solutions that impact trading operations. Ideal candidates will possess a bachelor’s or master’s degree in a technical field and excellent programming skills in languages like C++, C#, Rust, or Python. You will collaborate closely with traders to develop and improve risk and pricing models.
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