2027 DMFI Quant Research Intern

We are seeking exceptional PhD candidates to join our Quant Resource team in the London metro area where they will work with other Quant Researchers and Quant Developers on building and enhancing our firm-wide pricing and analytics infrastructure. Interns will contribute to the design and implementation of pricing models, numerical methods, and the core analytics library that powers trading decisions across multiple asset classes.

This is an opportunity to build foundational tools that directly impact our quantitative trading business and support its growth and diversification.

As a Quantitative Researcher Intern you will be directly responsible for advancing our pricing and analytics capabilities. You will implement and optimize pricing models for various financial instruments, develop robust numerical methods for derivatives valuation, and ensure our analytics library meets the performance requirements of real-time trading systems.

You will design efficient algorithms for calibration, risk computation, and scenario analysis, while maintaining mathematical rigor and computational efficiency.

Over the 10-week internship program, you will collaborate with senior quants and developers to understand the full lifecycle of quantitative library development, from mathematical theory to production deployment.

Additionally, you'll get the opportunity to network and socialize with peers throughout the internship.

• Current PhD student in a quantitative or technical field such as statistics, mathematics, physics, electrical engineering (ideally with one year left in your academic program)

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