# Intern - Quantitative Risk Analytics [EBRD](https://www.jorb.ai/firms/ebrd.md) · London · United Kingdom · [Risk & Compliance](https://www.jorb.ai/jobs/risk-compliance.md) EBRD is hiring a Intern - Quantitative Risk Analytics in London. Posted 2026-07-10; applications close 2026-09-08. **Apply**: https://jobs.ebrd.com/job/London-Intern-Quantitative-Risk-Analytics/1413806033/ Posted 17d ago. ## Role details ## Job Details Requisition ID: 36914 Office Country: United Kingdom Office City: London Division: Risk Management Contract Type: Intern Contract Length: 6 months Posting End Date: 17/07/2026 ## Purpose of the Internship Under the supervision of the Principal and/or Associate Director, Quantitative Risk Analytics (QRA), the intern will focus on quantitative risk modelling and development projects. The intern will assist with automating some of the team’s credit and market risk processes and 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 performance, the intern may support 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, including pricing financial instruments, statistical estimation, and optimization methods. The successful candidate will progressively assume responsibility for specific quantitative analyses, automation initiatives, and risk management processes under the guidance of the QRA team. High-performing interns may contribute to strategic quantitative risk initiatives and gain experience across multiple risk disciplines. ## 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. ## Knowledge, Skills, Experience & Qualifications - 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 clearly and demonstrated English 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 derivatives (including credit derivatives and hybrids). - Demonstrated programming ability in Python and/or C++ through academic projects, internships, or research assignments. Familiarity with SQL is advantageous. - Familiarity with software development practices, version control systems (e.g., Git), and testing methodologies is advantageous. - Exposure to data analytics, reporting, or quantitative risk platforms is 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. - Interest in the multicultural environment of EBRD and the Bank’s mission and opportunities. ## About EBRD Our agile and innovative approach makes life at the EBRD unique. You will be part of a pioneering and diverse international organisation, using your talents to make a real difference and help shape the regions we invest in. At EBRD, our values—Inclusion, Innovation, Trust, and Responsibility—are at the heart of how we work. We live these values through workplace behaviours: listening well and speaking up, collaborating smartly, acting decisively with commitment, and simplifying to amplify impact. We seek individuals who share these values and embed them in daily work to foster a positive, high-performing environment. The EBRD environment offers: - Varied, stimulating work with opportunities to interact with experts across sectors and regions. - An inclusive culture that celebrates diversity and values different backgrounds and perspectives. - A hybrid workplace offering flexibility based on trust, flexibility, and connectedness. - An environment prioritising sustainability, equality, and digital transformation. - A comprehensive suite of competitive benefits and a focus on employee wellbeing. Diversity is a core value for the Bank. The EBRD seeks to ensure equal opportunity and an inclusive environment for all qualified candidates from member countries, regardless of race, ethnicity, religion, gender, sexual orientation, age, socio-economic background, or disability. Please note that due to high application volumes, detailed feedback cannot be provided to candidates who are not shortlisted. ## Applying to this role This Intern - Quantitative Risk Analytics role at EBRD runs through the firm's own careers portal and expects a CV and cover letter written specifically for the posting, not a portable submission carried across firms. Jorb AI's application agent tailors a CV and cover letter from your background to this posting and tracks the role alongside the rest of your applications. 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