Quant Risk Intern
Core
Develops Risk/Pricing Models evaluating counterparty exposures to the Clearing House, including Pricing, Value-at-Risk, Stress Testing, Liquidity, and Regulatory Capital models.
Role type
Quantitative Risk Intern
Builds
Risk models and tools for Portfolio Analytics within CME's Production Infrastructure
Domain
Financial derivatives, risk management, quantitative finance
Deliverable
production ML models
Required skills
C++, C#, R, VBA, SQL, empirical studies, statistical analysis, back testing, model deployment, model testing, continuous improvement, presentation to senior management
Preferred skills
Master's degree in Math Finance, Applied Mathematics, Financial Engineering, or Software Engineering
Technologies
C++, C#, R, VBA, SQL
Responsibilities
Conduct empirical studies and make recommendations on margin levels and risk-mitigation measures; Ensure deployment, testing, and continuous improvement of models; Work on a team to enhance existing risk models and design/prototype new models across asset classes like OTC and Futures
Seniority
Intern