FAQs
What is the main focus of the internship position?
The main focus of the internship is to study and estimate the mean reversion rates in short rate models, particularly in relation to the pricing of certain derivative products.
What specific models will the intern be working with?
The intern will primarily work with the Hull-White one-factor model and extend the studies to two-factor and multi-factor models.
What qualifications are required for this internship?
Candidates should be in their final year of an Engineering or Computer Science degree or a Master's program, with solid knowledge of capital markets and related modeling methods.
What programming languages are required for the internship?
Good knowledge of Python and C++ is required for this internship.
How long is the duration of the internship?
The duration of the internship is 6 months.
When is the potential start date for the internship?
The start date is flexible, but candidates must be available for a duration of 6 months.
What kind of work environment can interns expect?
Interns can expect a dynamic, agile, and international work environment in a multicultural team that supports innovative projects.
Will interns have access to advanced technology during their internship?
Yes, interns will have access to the latest technologies, such as GPUs, if needed.
What characteristics are sought after in a candidate for this internship?
Murex is looking for candidates who are dynamic, rigorous, and autonomous, with the ability to work effectively in an agile environment.
Is this opportunity suitable for someone with a background in finance?
Yes, candidates with a background in finance, particularly with knowledge of capital markets and financial modeling, would find this opportunity suitable.