Intern - Finance Engineer

London Stock Exchange Group • New York City, NY

9d • Hybrid

About The Position

The Finance Engineer Summer Internship Programme is designed to provide an understanding of a career as a Financial Engineer at LSEG. Interns work on real problems as part of a team with experienced engineers. This role is within the Optimisation Strats Team in the Post Trade Engineering division and is based in the New York City office. The programme starts in June 2027 and lasts 12 weeks.

The Strats team designs, builds, implements, and maintains algorithms used in LSEG services. Its work includes models for linear or convex optimisation problems, translating solutions into financial transactions to improve derivatives portfolios, handling data preprocessing, and implementing postprocessing validation and proposal generation. The intern will join a small team of 4–6 financial engineers to design and implement improvements to optimisation services, working with Product Development to enhance products based on client feedback, analysis of runs, and strategic projects.

Requirements

• Be in the penultimate year of an undergraduate degree or the final year of an undergraduate degree with plans to continue to a master's degree in academic year 2027/28.
• Be studying mathematics, physics, engineering, computer science, or another quantitative field.
• Have experience with Python; familiarity with pandas and NumPy is ideal.
• Have a strong mathematical background, including numerical methods, linear algebra, probability, and statistics.
• Have a basic understanding of linear and/or mixed-integer programming and convex optimisation.
• Have excellent problem-solving skills.
• Have the right to work in New York or London without restrictions for the duration of the internship.
• Demonstrate awareness that how results are achieved is as important as what is achieved.

Nice To Haves

• Knowledge of basic financial products.
• Familiarity with UNIX; desired but not required.
• Familiarity with pandas and NumPy.

Responsibilities

• Design and implement improvements to optimisation services as part of a small financial engineering team.
• Work with the Product Development team to enhance products using client feedback and analysis of optimisation runs.
• Contribute to strategic projects.
• Potentially develop scaling schemes to improve reliability and performance.
• Potentially introduce mixed-integer models to achieve rounded solutions.
• Potentially investigate solution sensitivity to data changes and identify constraints that could be relaxed for greater impact.
• Potentially refactor code to share functionality and business logic across assets.
• Potentially improve runtime performance by developing heuristics to reduce datasets and solution search spaces.
• Potentially develop functionality to validate incoming client data before optimisation.

Benefits

• Variable Incentive Compensation plan eligibility.
• LSEG benefits are stated to exclude internships; therefore, listed standard benefits are not presented as benefits for this internship.

What This Job Offers

• Career Level: Intern