12 Month Internship - Computational Finance

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 are, but are not limited to: 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 and modelling. Utilize C++ and Python to maintain and upgrade the XVACCR Library; Innovation: Propose and implement innovative solutions using neural networks to drastically speed up XVA computation and optimise RWA in E-trading systems; Collaboration: Engage with various internal teams, including Risk Management and Trading, to assess model performance and integrate feedback into development; Project Involvement: Actively participate in the development of the Collateral management platform and contribute to various front office and risk systems migration projects