Vertis

Quantitative Risk & Pricing Intern

Vertis

internship

Posted on:

Location Type: Hybrid

Location: Budapest • Hungary

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Job Level

Entry Level

Tech Stack

PythonSQL

About the role

  • Help design and build the internal analytics that support trading and risk management functions.
  • Collate, clean, manipulate, and visualise trading and position data from SQL databases.
  • Use open-source libraries such as QuantLib to build Python modules that price forwards, futures, and options.
  • Develop dashboards for maximum liquidity outflow (MLO) and liquidity optimisation.
  • Contribute to the development of counterparty credit risk exposure frameworks.

Requirements

  • Understanding of SQL databases.
  • Proficient in Python.
  • Knowledge of Git, version control, or CI/CD is a plus.
  • University degree in a quantitative field.
  • Fluent English speaker.
Benefits
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Applicant Tracking System Keywords

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Hard Skills & Tools
SQLPythonQuantLibdata manipulationdata visualizationdashboard developmentliquidity optimisationcounterparty credit risk exposure frameworks
Soft Skills
communicationcollaboration
Certifications
university degree in a quantitative field