Intern, Risk Analytics (September - December 2026)

Public Sector Pension Investment Board • Montreal, QC

1d

About The Position

As an Intern, Risk Analytics, you will contribute to the Analytics and Model Management team, which is responsible for derivative model research, market value valuation and/or oversight, and governance of the organization's models. The team's objective is to maintain its reputation, develop analytical tools and offer analytical data for the organization. This role involves developing and applying quantitative methods for financial markets securities and derivatives valuation, reviewing model documents, conducting test runs of derivatives pricing models, and contributing to the team's ability to innovate and collaborate. You will also develop analytics capabilities to monitor performance, identify trends for strategic trading decisions, and potentially devise and deploy relevant use cases. This internship offers an opportunity to contribute to a knowledge base and methodological reference library, and to participate in knowledge transfer within the team.

Requirements

• Currently enrolled in a Master-level Financial Engineering
• Strong programming and computational skills (Python, C/C# for example)
• Previous internship experience
• Strong analytical and research skills
• Knowledge of statistical and computational methods: financial derivative and/or structured products price modelling an asset
• Proficiency in English and French (or willingness to learn)
• Candidates must have the right to work in Canada for the period specified to be considered for this position. No support to obtain the right to work will be provided Options include Canadian citizenship, permanent residency or a valid open work permit

Nice To Haves

• Prior experience with literate programming frameworks such as Jupyter Notebooks an asset
• Autonomous self-starter
• Innovative, design thinker

Responsibilities

• Develop and apply an understanding of the types of quantitative methods and analyses the team uses for financial markets securities and derivatives valuation to design and implement a literate programming framework.
• Review model documents and conduct test runs of derivatives pricing models.
• Increase the team’s ability to effectively innovate and collaborate by enabling interactive analysis of computational modules and creating a knowledge base.
• Develop analytics capabilities to actively monitor performance, and identify trends to enable strategic trading decisions.
• Devise and deploy one or more possible relevant use cases (such as a particular pricing model or component computational method) and demonstrate how your chosen platform and design will allow team members to interactively test and improve models and provide a low-maintenance, ‘living’ methodological reference library.
• Contribute to the transfer of knowledge within the team.

What This Job Offers

• Career Level: Intern