Summer Intern - Quantitative Risk Management
Core
Monitoring, testing, and governance of risk models for a derivatives clearing organization, ensuring regulatory compliance and model performance.
Role type
Seasonal intern, quantitative risk model monitoring
Builds
Regulatory reports, model monitoring frameworks, automated data processing workflows
Domain
Financial services, derivatives clearing, risk management
Deliverable
dashboards & analysis
Required skills
Python (Pandas, OOP), SQL, Git, problem-solving, office technology (Excel, PowerPoint, Confluence)
Preferred skills
Data orchestration (Airflow), visualization (Tableau, Dash), applied statistics, financial mathematics, econometrics, machine learning, numerical methods, risk management methods
Technologies
Python, Pandas, Git, SQL, Tableau, Dash, Alteryx, Airflow, R, MATLAB
Responsibilities
Perform model performance testing and portfolio back-testing; implement model monitoring metrics; write and review documentation for monitoring metrics; support product launches by enhancing monitoring capabilities; develop Python scripts to automate data processing; assist analysts with analytics challenges
Seniority
Intern
