2010 OTC Derivatives Quant Internship
New York, NY
Posted Nov 11, 2009 - Requisition No. 24356
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The Bloomberg Quant OTC group handles the modeling and pricing for all asset classes including Interest Rates, Foreign Exchange, Commodities and Equity. In this role you will have the opportunity to be involved on all aspects from research to implementation of quantitative models for pricing OTC derivatives and structured notes in a production environment. Candidates will have the opportunity to get firsthand experience on how financial models are implemented and used in practice.
- Pursuing a PhD in Mathematics, Physics, Finance or Engineering
- Strong mathematical background
- Some experience with computer programming and interest in the use of technology to solve quantitative problems
- Some familiarity with mathematical finance
- Enthusiasm and a strong desire to work on interesting problems in quantitative finance