Quant jobs / Jain Global

Risk Quant Modeller – Intern

An internship in the quant modelling and analytics team inside the risk organisation of a multi-strategy hedge fund. The team builds models and tools behind valuation, risk and portfolio oversight.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Help develop pricing and risk models using mathematical and statistical methods
Rework algorithms and refactor code to improve workflows
Build tools for portfolio managers and risk managers

What they ask for

Required

Pursuing a Master's or PhD in a quantitative field
Familiarity with derivatives pricing
Strong Python
Interest in risk, pricing and portfolio analysis
Communication and teamwork

Preferred

Education: Currently pursuing a Master's or PhD in financial maths, computational finance, maths, CS, statistics, physics or engineering
Experience: Current students; possible full-time offer afterwards
Languages and tools: Python
C++

How to prepare

Implement Black-Scholes and Monte Carlo pricers in Python and check them against each other
Learn the Greeks and how risk managers use them
Study VaR methods and their limits
Practise refactoring numerical code with unit tests

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Jain Global’s site before applying: requirements, location and pay can change after we check them.

View the posting on Jain Global’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Jain Global and doesn’t handle applications.