You might want to try the Bank of England. I worked there for a while. Wouldn't want to make it a permanent home but an absolutely fascinating place, especially for an internship

QuoteOriginally posted by: TelecasterHi,I have a quick question regarding summer internships. I have just entered the 3rd year of my PhD in London (i.e. I should be done in about a year and a half) and have started looking around for summer internships. Having done one at a big bank as an undergrad, I thought that things would be very similar. The truth is that things look very different for PhD roles... Very few of the big banks have proper summer internship application pages on their websites. And the ones that do only advertise a handful of obscure roles in obscure places...I am at a loss here: is mid-September a bit too early to be looking? or is it just that banks aren't interesting in having full fledged summer internships for PhDs? If so, what are my options?Many thanks!Dude, you f*cked up, you're getting a PhD, all the good roles are gone. It's only obscure crap for PhDs now!!!!!!!!!

Barclays Capital do a quant internship and grad programme.

IIRC the application timeline for summer internships at tier 1 and 2 banks is generally between December to February but it varies.

If you have time to shift through this list of places offering quant internships, i'm sure you'll find what you want.