Summer Intern - Quantitative Risk Management
Core
Develop, validate, and maintain risk models for margin, clearing funds, and stress testing in a central counterparty clearing environment.
Role type
Summer intern, quantitative risk analyst
Builds
Risk models for margin and stress testing
Domain
Financial services, derivatives clearing, risk management
Deliverable
production ML models
Required skills
Financial mathematics, stochastic calculus, statistics and probability theory, advanced linear algebra, econometrics, data analysis, Python programming, financial derivatives knowledge
Preferred skills
CFA, FRM
Responsibilities
Assist in model specification development and impact analysis, work on PNL decomposition and backtesting exceedance attribution analysis, work on model performance monitoring enhancements, support model annual validation and parameter review
Seniority
Intern
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