CME Group
New York, NY
Quant Risk Management Intern - Year Round
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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