Quant Risk Management Intern - Year Round
CME Group•New York, NY
1d•$24 - $40
About The Position
The Quantitative Risk Intern will be responsible for helping to develop and maintain Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, and also developing tools for Portfolio Analytics (Sensitivities, Risk Reports, Margin Coverage, etc.). This intern will also perform back-testing to ensure the adequacy of margin coverage and model assumptions for existing and new products.
Requirements
- Programming languages such as Python, C++/C#, R, VBA and SQL are essential.
- Strong analytical skills
- Currently pursuing a Bachelor’s or Master's degree
- Please note that our company is unable to provide employment sponsorship for this position and can only consider candidates who are legally authorized to work in the United States without sponsorship assistance (US Citizens, Green Card, CPT, H1B, L etc. accepted).
Responsibilities
- Enhance current python tools to select portfolios, preparing market data, facilitate analysis etc.
- Assist with back testing run and plotting margin results
- Support quant researchers for margin analysis for Futures and Options
- Support daily business of CME new product launch
Benefits
- comprehensive health coverage
- mental health benefit
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What This Job Offers
Career Level
Intern
