(Москва, ВТБ) Intern (Elevate program) in the Quantitative Research team
VTB Group's Corporate Investment Business is a leader in the international investment banking sector in Russia. The company offers a wide range of services in both the Russian and international capital markets. According to the league tables by Dealogic, Thomson Reuters, Bloomberg, and Mergermarket, VTB Capital is ranked top three on debt and equity capital markets as well as across M&A advisors in Russia and the CIS, CEE and MENA. VTB Capital operates in London, Hong Kong, Singapore, Zug, Frankfurt am Main, Sofia and Vienna, with headquarters in Moscow.
As a quantitative analyst intern you will be a part of the Quantitative Research team within the Global Markets division and will get evolve in an international, dynamic and fast-paced environment. After an initial training period, you will gradually take responsibility for the development of analytic methods for pricing and risk management of derivative products. The task that will require getting familiar with the current business as well as an in-depth understanding of internal QR library and current market practices. You will also be constantly providing your quantitative expertise to trading desks for their day-to-day business. We are looking for outstanding candidates with a strong educational background, a good understanding of financial modeling frameworks and strong communicational skills.
Background and skills
  • Graduate from the top tier university with specialization in a relevant field (quantitative finance, mathematics, physics or computer science). Excellent academic credentials are essential.
  • Strong knowledge of pricing models, stochastic calculus, stochastic processes and numerical analysis (PDE solving, high dimensions integration methods, Monte-Carlo methods).
  • Good knowledge of Excel & VBA and C++ or C#.
  • Good knowledge of banking products in a dealing room context as well as previous work experience in a relevant field will be a plus.
Personal skills
  • A clear independent and effective communicator, persuasive in inter-personal communication.
  • Ability to deliver practical solutions in a demanding high-pressure environment, quantitative and problem-solving skills.
  • Flexibility to adapt to changing day-to-day priorities while simultaneously achieving longer-term project-based deadlines.
Languages
  • Fluent English and Russian.
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