Morgan Stanley Interest Rate Derivative Trading are looking for
to work for 3-6 months on the London Trading floor.
Successful applicants will get the opportunity to work directly with traders on mathematical finance projects: designing and implementing pricing models for exotic interest rate products such as CMS spread options, hybrids, and bermudian options. Results from the internship will qualify towards disserations.
Requirements for the position include a good knowledge of financial maths, C++, and an ability to apply these to practical problems.
If interested please send a covering letter and CV to email@example.com or Paul.firstname.lastname@example.org
Wolfgang Pammer, Managing Director
Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.
(top of page)
© by Financial and Actuarial Mathematics, TU Vienna, 2002-2018 |
Last modification: 2016-10-17 Imprint