LSEG is looking for interns to work on projects solving real problems within the Optimisation Strats Team, contributing to the design, building, implementation, and maintenance of algorithms at the heart of their services, and enhancing product offerings based on client feedback and strategic projects.
Requirements
- Experience with python and ideally familiarity with pandas and numpy
- A strong mathematical background (numerical methods, linear algebra, probability & statistics)
- Basic understanding of linear and/or mixed integer programming and convex optimisation
- Familiarity with UNIX is desired but not required
Responsibilities
- designing, building, implementing and maintaining the algorithms at the heart of our services
- working on models for linear or convex optimisation problems
- interpreting the solution of those problems as a set of financial transactions that should be executed to improve some aspect of a derivatives portfolio
- implementing all the data preprocessing logic
- implementing the postprocessing validation checks and proposal generations, which require the handling of large data sets
- design and implement improvements to our optimisation services
- Developing new functionality to better validate incoming client data prior to optimisation
Other
- be in the penultimate year of your undergraduate or final year of an Undergraduate degree and plan to continue onto Masters for academic year 2026/27
- studying Maths, Physics, Engineering, Computer Science or other quantitative fields
- Excellent problem-solving skills
- Knowledge of basic financial products is a plus
- Ideal candidates will have the rights to work in the New York or London without restrictions for the duration of the internship programme
