Internship
The Role
We are seeking an exceptional intern to join our Discretionary Macro Fixed Income (DMFI) Quant team in London where you will have an opportunity to meaningfully contribute to building and enhancing our derivatives pricing and risk infrastructure, delivering solutions that directly impact our trading operations across multiple asset classes.
What You’ll Do
Reporting to our Quant Services and Applications Lead, you will help expand the services infrastructure supporting the DMFI-QR analytics platform. The current focus of this expansion is on reference data management, market data client feed integrations, and bond curve configuration , all of which support our curve fitting services . This is a hands-on opportunity to learn how backend services are designed, built, and scaled to support real-world fixed income analytics workloads using C++ and Python . You will:
- Learn how reference data and market data feeds flow into the curve fitting pipeline
- Assist in building and testing integrations with market data client feeds using C++ and Python
- Help design and implement configuration frameworks for bond curve construction
- Support the extension of existing services to onboard new reference data sources
- Collaborate with quant developers and engineers on code reviews, documentation, and testing practices
- Help troubleshoot data quality, latency, or reliability issues across the feed integration layer
What You’ll Gain
- Practical experience with production-grade services infrastructure in a fixed income analytics context
- Hands-on experience working