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.

Responsibilities

• Implement and refine machine learning models using Pytorch, focusing on supervised, unsupervised, and reinforcement learning algorithms.
• 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.
• Propose and implement innovative solutions using neural networks to drastically speed up XVA computation and optimise RWA in e-trading systems.
• Engage with vari...