Middle Office, Risk and Valuation Intern
Core
Intern role focused on risk analytics, independent valuation, and Middle Office control automation within energy trading.
Role type
Middle Office, Risk and Valuation Intern
Builds
Risk analytics tools, independent valuation models, and Middle Office control automation deliverables for trading desks.
Domain
Energy markets (gas and power), financial risk, and quantitative modeling.
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Python or R, SQL, risk control functions, ETRM trade capture, forward curve construction, discounting, volatility modeling, option valuation, stochastic modeling (mean-reverting, jump-diffusion), Least Squares Monte Carlo, supervised learning, feature engineering, PCA, generative modeling, scenario construction.
Preferred skills
AI and machine learning techniques, numerical methods, model explainability, process improvement.
Technologies
Python, SQL, R, Least Squares Monte Carlo, PCA, neural networks.
Responsibilities
Work with senior energy traders and analysts; develop automation and data-processing tools; support independent valuation and mark-to-market validation; apply AI/ML to energy market problems; identify control gaps and enhance processes.
Seniority
Intern
