About the Position

Intern - Quantitative Risk Analytics

Posting Date: 10 Jul 2026

Location: London, GB

Company: EBRD

Requisition ID: 36914

Office Country: United Kingdom

Office City: London

Division: Risk Management

Contract Type: Intern

Contract Length: 06 months

Posting End Date: 17/07/2026

Purpose of Job

Under the supervision of the Principal and/or Associate Director, Quantitative Risk Analytics (QRA), the prospective intern will focus on specific quantitative risk modelling and development projects. The intern will be responsible for the automation of some of the team’s credit and market risks processes and will participate in the implementation of the in-house Quantitative Risk Engine (QRE).

The internship provides hands-on exposure to quantitative risk management activities across market, credit, and liquidity risk disciplines. Depending on business priorities and individual performance, the intern may support the production of risk measures, development of risk analytics, process automation initiatives, and implementation of quantitative methodologies used by the Bank.

No prior professional experience is required; however, candidates are expected to demonstrate strong quantitative and programming skills in a risk modelling context, with pricing financial instruments, statistical estimation, and optimization methods.

Responsibilities

Contribute to the implementation of quantitative methodologies on derivatives pricing, risk factor calibration and simulation, market data processing, and portfolio analytics and reporting.
Support the development, testing, and maintenance of quantitative risk models and analytical tools.
Assist with automation and enhancement of market, credit, and liquidity risk processes.
Contribute to data analysis, quality controls, and production activities supporting risk measurement and reporting.
Participate in the development and testing of the Quantitative Risk Engine (QRE) and associated analytics infrastructure.

Requirements

Master's degree (or currently completing a Master's degree) in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, Computer Science, or another highly quantitative discipline.
Strong quantitative, analytical, and programming skills.
Ability to explain complex quantitative concepts in an accessible way and proven English language drafting skills.
Familiarity with options pricing theory, stochastic processes, Monte Carlo simulation, optimization methods, and statistical estimation.
Basic understanding of major capital markets instruments across asset classes, notably with respect to derivatives (including credit derivatives and hybrids).
Demonstrated programming ability in Python and/or C++ through academic projects, internships, or research assignments. Familiarity with SQL would be advantageous.
Familiarity with software development practices, version control systems (e.g., Git), and testing methodologies would be advantageous.
Exposure to data analytics, reporting, or quantitative risk platforms would be advantageous.

Competencies & Personal Attributes

Ability to analyze large datasets and investigate anomalies using quantitative and statistical techniques.
Ability to work to deadlines and under time pressure.
Attracted to the multi-cultural environment of EBRD as well as to the mission of the Bank with its challenges and opportunities.

We Offer

At EBRD, our Values – Inclusiveness, Innovation, Trust, and Responsibility – are at the heart of how we work. We bring these to life through our Workplace Behaviours: listening well and speaking up, collaborating smartly, acting decisively with full commitment, and simplifying to amplify our impact. These principles shape our culture and define our success. We seek individuals who not only share these values but are also committed to embedding them in their daily work, fostering a positive and high-performing environment.

The EBRD environment provides you with:

Varied, stimulating, and engaging work that gives you an opportunity to interact with a wide range of experts in the financial, political, public, and private sectors across the regions we invest in.
A working culture that embraces inclusion and celebrates diversity. Our workforce reflects a broad range of backgrounds, perspectives, and experiences, bringing fresh ideas, energy, and innovation and enhancing our ability to serve our clients, shareholders, and counterparties effectively.
A hybrid workplace that offers flexibility to teams and individuals; that is based on trust, flexibility, and connectedness.
An environment that places sustainability, equality, and digital transformation at the heart of what we do.
A workplace that prioritizes employee wellbeing and provides a comprehensive suite of competitive benefits.

About the Company

Our agile and innovative approach is what makes life at the EBRD a unique experience! You will be part of a pioneering and diverse international organization, and use your talents to make a real difference to people's lives and help shape the future of the regions we invest in.

Diversity is one of the Bank’s core values which are at the heart of everything it does. As such, the EBRD seeks to ensure that everyone is treated with respect and given equal opportunities and works in an inclusive environment. The EBRD encourages all qualified candidates who are nationals of the EBRD member countries to apply regardless of their racial, ethnic, religious and cultural background, gender, gender identity, sexual orientation, age, socio-economic background, or disability.

Job Segment: Risk Management, Analytics, Computer Science, Engineer, Testing, Finance, Management, Technology, Engineering

Apply now »

Find similar jobs:

Technology Jobs in London
Risk Management Jobs
Finance Jobs in London
Banking Jobs in London
Bank Jobs in London

Intern - Quantitative Risk Analytics

Tech Stack

Job Description, Responsibilities & Requirements