IT Quant

Paris

Internship

IT Quant

SILEX is looking for IT Quant interns for 6 months starting ASAP.


. your missions

Under the responsibility of the R&D center based in Paris, you will develop and enhance the pricing library. You offer internships on the subjects below :

  • Products pricing on interest rate products
  • Pricing using PDE methods
  • Pricing using a stochastic volatility model
  • Products pricing with Callable feature
  • Estimation of average delta in the futur

. desired skills

  • Modelisation and financial mathematics (SDE, PDE, ...)
  • Numerical methods (Monte Carlo, Finite difference method, ...)
  • Computer programming Java/SQL (OOP, multithreading, ...)

. required profile

An engineering degree in Computer science and mathematics with a finance specialisation. You are curious, rigorous, autonomous and team oriented.