Summer Intern - Quantitative Risk Management
Core
Develop, test, monitor, and improve quantitative risk models for margin, clearing fund sizing, and stress testing using financial mathematics and statistical modeling.
Role type
Summer intern, quantitative risk modeler
Builds
Quantitative risk models for margin and stress testing
Domain
Financial services, derivatives clearing, quantitative risk management
Deliverable
production ML models | research
Required skills
Financial mathematics, stochastic calculus, probability theory, statistics, linear algebra, numerical methods, Python programming, equity options, futures, VaR, margin methodologies
Preferred skills
Machine learning, advanced data analysis, econometrics, CFA/FRM coursework
Technologies
Python, Excel, PowerPoint
Responsibilities
Test assumptions and parameters of stress testing model components; propose sensitivity metrics; explore alternative methodologies for model performance; streamline research Python code library
Seniority
Intern
