Quant Risk Management Intern - Year Round

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.

Principal Accountabilities:

• 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

Skills & Software Requirements:

• Programming languages such as Python, C++/C#, R, VBA and SQL are essential.
• Strong analytical skills

Minimum Qualifications:

• Currently pursuing a Bachelor’s or Master's degree
• Local to New York