Westpac Group

Our Quantitative Analytics team is looking for a Summer Intern with outstanding mathematical talents and an interest in working in Financial Markets on Derivatives Pricing Models and Numerical Methods.

The Quant Analytics team has built (in-house) and works to continuously improve the core software that drives the derivative pricing + risk management, curve construction, revaluation and other critical methods that are utilised across the whole Financial Markets and Treasury divisions in Westpac.

Key requirements from candidates:

• PhD candidate (<1 year from completion), Post Doctorate in a highly quantitative discipline such as Applied mathematics, Physics, or quantitative Engineering disciplines
• Ability to work 3-5 days per week over the period 2nd Dec- 7th February (with some flexibility on exact timelines)
• Interest and motivation for working in a Financial Markets on Derivatives Pricing Models and Numerical methods

The key objective is to complete a meaningful research + development project within the 3 months period with the support and supervision of the Systematic Trading Analytics and Quant (STAQ) team.

This internship is a great way to gain experience working with the team as well as a chance showcase your skills + expertise, which can go a long way towards gaining a permanent role in the future.