Quantitative Analyst Intern

Join our team as a Quantitative Analyst Intern, where you will be responsible for conducting validation studies within the model validation team. This team plays a crucial role in ensuring the viability, robustness, and reliability of front office pricing models before they are used for production purposes. You will analyze assumptions and proposed models/methodologies, conduct tests and analyses, and contribute to the team's internal library for pricing and XVA models/methods. Strong communication skills and a background in financial mathematics are required.