12 Month Internship - Computational Finance
Location
Remote, england
Job Type
Full-time
Category
Finance
Posted
June 20, 2026
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...