Winter Co-op 2027 - Quantitative Analyst
Core
Develop quantitative models and applications for asset and derivative valuation, as well as risk analytics.
Role type
Quantitative Analyst Co-op (Derivative and Asset Modeling)
Builds
Valuation curves, derivative and asset models, pricing tools
Domain
Financial Services / Quantitative Finance
Deliverable
production ML models | product features
Required skills
Quantitative finance, contingent claim theory, fixed income pricing, interest rate derivative pricing, equity derivative pricing, Python, C/C++, MATLAB, VB/VBA, object-oriented programming, stochastic modeling, numerical techniques, optimization techniques
Preferred skills
Object-oriented programming
Responsibilities
Support development and enhancement of valuation curves, derivative and asset models, and pricing tools; Monitor, review, and assess model and curve performance; Maintain internally developed tools, curve database, and model inventory; Contribute to ad hoc initiatives in model development, validation, and implementation; Support market data research, analysis, and validation efforts
Seniority
Co-op (Master's level student)
