Quant Risk Management Intern - Year Round
Core
Assist quantitative risk research and develop Risk/Pricing Models to evaluate counterparty exposures for the Clearing House business.
Role type
Quantitative Risk Research Intern
Builds
Risk/Pricing Models (Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital) and Portfolio Analytics tools
Domain
Financial derivatives, Clearing House operations, Risk Management
Deliverable
production ML models
Required skills
Python, C++, R, SQL, Probability, Statistics, Optimization, Back-testing frameworks, Data visualization
Preferred skills
Bond math, CME rate products knowledge, Analytical packages (R/Matlab)
Technologies
Python (numpy, pandas, matplotlib), R, Matlab, SQL
Responsibilities
Conduct empirical studies on margin levels and risk-mitigation measures; Ensure deployment and testing of models in Production Infrastructure; Enhance existing risk models and prototype new models across asset classes (OTC, Futures)
Seniority
Intern
