Job description: Summary:

• Internship in Fixed Income Derivative Strategy and Pricing

• Trading floor / front-office role within the Fixed Income Currencies & Commodities division

• Structuring of all types of interest rate exotics: swaps, bonds and options

• Support structuring team in its daily work: pricing & development of exotic payoffs, preparation of marketing materials, data analysis, execution of trades, etc.

Main responsibilities:

• Indicative pricing of exotic options using SG's proprietary front-office tools

• Programming of basic tools and analyses in Excel / VBA

• Help preparing product presentations: analyze payoffs, prepare back-testings, work with historic data,

Level of authority:

• Always worked under senior supervision

Internal & external contacts

• Work with structurers, sales people and traders on a daily basis

Specific context:

• Good skills in Excel and programming - preferably VBA - are required

• The candidate should have a strong (theoretical) knowledge of option pricing

• Background in Financial Mathematics preferable. If a business or economics major, specialization in mathematical topics such as econometrics or financial mathematics is desirable

• Position is in London

CANDIDATE PROFILE

Education:

• Financial Mathematics, Economics or Business major

• Background in Financial Mathematics preferable. If a business or economics major, specialization in mathematical / quantitative topics such as econometrics or financial mathematics is desirable.

Past experience

• Previous experience working with Excel or programming in VBA, C+ or other language is desirable but not a necessary prerequisite

Languages

• Fluent English

• Other European language a plus ( German / French ideally )

Technical skills

• Strong quantitative / mathematical background

• Good (theoretical) knowledge of option pricing

• Strong spreadsheet skills

• Some programming experience