- This is a 10 week Internship is based in Austinmer, NSW
- Commencing early December 2020
- Basic to intermediate level programming skills in either Python or C++ mandatory
- Competitive remuneration & attractive benefits on offer
- Must be a penultimate or final year student
About the Role:
This role presents an excellent opportunity for penultimate or final year students to get exposure to real world derivative pricing and quantitative finance methods. You will assist in performing cutting edge research on the most competitive markets, designing and analysing algorithms, exploring financial markets structure, and contributing to the continual evolution of our quantitative trading strategies. Your coding skills will be key in building and maintaining the tools necessary for us to be successful.
Key Responsibilities:
- Assist in the evolution and implementation of the firms trading strategies
- Analysis of large volumes of real-world financial and price information
- Development and Optimization of algorithms
- Debugging and maintaining our code base
Knowledge & Skills Required:
- Studying towards a degree in Engineering, Computer Science, Software Engineering, Mathematics, Finance, Data Science or similar
- Programming experience (C++, Python, C#, C or similar)
- Basic knowledge of options pricing theory, quantitative models and probability theory
- Be a reliable quick thinker who can work under pressure
Your Application must include:
- Resume (include expected University graduation dates)
- University academic transcript including current WAM/GPA (can be noted on resume)
- Residency status (can be noted on resume) must be an Australian Citizen or Permanent Resident.
Applications close: Friday 25th September 2020