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