🚀 Internship

Data Scientist - Intern

🚀 Off-cycle


Rolling basis


The purpose of the role:

•   Merge Rosenberg and TSFD TCAs

•   Improve best execution monitoring by building a model to estimate pre-trade transaction cost 

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Area of Responsibilities



•   Build a state of the art Equity TCA: build new reports for traders and PMs and implement controls on data quality

•   Enhance management and regulatory reports (multi-asset report, BECOM, investment committee, listed derivatives…) and ensure the data is consistent amongst them

•   Improve best execution monitoring: build a model to estimate pre-trade transaction cost for trades targeting VWAP and CLOSE, compare actual broker’s performance to this pre-trade cost and build comprehensive dashboards to monitor broker’s net performance.

•   Coding improvement: simplify our architecture and queries where possible

•   Ad-hoc TCA analysis: find ways to improve liquidity and minimise transaction cost.

•   Help the Electronic Trading and Data team to automate the trading workflow.

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•   Currently pursuing a master’s degree in mathematics, finance, and data science (final year student)


•   Prior internship experience in data science or quantitative trading is desirable but not required

Knowledge and Skills

•   Strong numerical and analytical background

•   Interest for quantitative finance and research

•   Deep academic knowledge of mathematics fundamentals: probability, statistics, analysis

•   Knowledge in programming and data management (Python, SQL, Tableau)


•   Curious and eager to learn

•   Aptitude for problem solving and finding clever solutions to complex unstructured systems

•   Ability to articulate ideas clearly with sharp communication skills and a teamwork mentality

•   Proactive, results-oriented

•   Fluent spoken and written English

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