Axioma – Quantitative Pricing and Risk Analytics Intern (New York)


Are you interested in joining a smart team in a great office environment in an award-winning organization? At Axioma, we bring together the best minds from across the world to challenge the way financial institutions think about risk and investment portfolio management. To learn more about us go to

We Innovate. We Create. We Collaborate

Axioma is currently seeking a summer intern to join our team for Summer 2018. The position will be based in our New York office. Candidates should have a degree in a quantitative field, an interest in pricing models, stochastic volatility models, numerical methods (PDEs, Monte-Carlo, lattices, FFT), Greeks computation and related experience.

The role will report into the Head of Quantitative Pricing and Risk Analytics.


• Quantitative degree (e.g. such as computer science, engineering, mathematics, operations research, statistics, or physics)
• Programming skills: C# preferred but C++/Java considered. R, Python a plus.
• Ability to understand complicated stochastic models and their numerical implementation
• Hybrid modeling or credit modeling a plus.
• Strong ability to problem-solve and quickly identify problem resolution

Full details on their website.

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