Intern placement – risk and permanent control - 12 month contract H/F

14 juillet England - Greater London, London Stage

This is an exciting opportunity to join a major European bank in London.
The role is within the Risk And Permanent Control team.

You will have a great opportunity to manage a research study on the local correlation model and its implementation in the MRA library (VLib).

Key Responsibilities

You will be conducting a study of the literature on local correlations.
You will review and determine which approach(es) is (are) robust for the pricing and risk management of various multi-underlying option types.

You will be taking ownership in implementing the selected approaches in the team's common library (VLib).

• University graduate with a minimum classification of 2:1 or equivalent.
Or an undergraduate currently during a course of study, predicted a minimum classification of 2:1 or equivalent