Quantitative Risk Management Intern

## About the Team & Role The Model Performance Monitoring (MPM) team is responsible for the ongoing monitoring, testing, and governance of the firm's risk models, ensuring model performance remains sound, well-documented, and compliant with regulatory expectations. ## Planned responsibilities and learning objectives include: - Supporting model performance/backtesting exercises using historical portfolio data, under supervision of senior team members - Contributing to Python scripting (Pandas) for data processing and automation of monitoring workflows - Assisting with exploratory data analysis and visualization (e.g., Tableau/Dash) of model performance metrics - Reviewing and helping draft documentation for model monitoring metrics and testing procedures - Participating in code reviews and team discussions on model monitoring best practices ## Job Summary & Responsibilities - Perform model performance testing, including portfolio back-testing using historical data. - Implementation of model monitoring metrics, focusing on requirement coding, and testing quality - Write and review documentations for model monitoring metrics, prototypes and implementation - Support the launch of new products by enhancing monitoring capabilities. - Develop Python scripts with Pandas and object-oriented programming to automate data processing - Assist analysts in solving their analytics questions/challenges