This is a 10-week summer internship program from June 1st to August 7th, 2026, (dates are flexible), focusing on first-hand experience in the team and discovering what your future would be like with us through induction, on the job learning, skills training and networking. As a Quantitative Developer Intern, you will support a Quantitative Developer in developing a cutting-edge LLM agent for structured products. Assist in the development of an LLM-powered credit analyst agent that automates securitized bond diligence – pulls data, models cash flows, runs comps, and returns a sourced, PM-ready brief in minutes Help implement evaluation, grounding, and guardrails (quality metrics, tracing, safety) to deliver accurate, auditable outputs for analysts via a chat interface Work on a batch-scoring API to apply the analysis across broad bond universes and persist scores for systematic signals and back testing Carry out additional duties as assigned
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Career Level
Intern