Quant Risk Intern: Build & Back-Test Risk Models

CME Group; New York (NY); On-site; USD 31,918 - 53,244; Full time

Benefits offered by this job

Comprehensive health coverage

Mental health benefit

Job summary

A leading derivatives marketplace is seeking a Quantitative Risk Intern in New York. The intern will develop risk and pricing models to evaluate counterparty exposures, enhance Python tools, and assist with back-testing for OTC products. Strong programming skills in Python and SQL are essential, with experience in C++/C#, R, and VBA being beneficial. This internship offers a competitive pay package between $23.17 and $38.65, along with opportunities for health coverage and other benefits.

Qualifications

• Strong programming skills in Python and SQL are essential.
• Experience with C++/C#, R, and VBA is beneficial.

Responsibilities

• Develop risk and pricing models to evaluate counterparty exposures.
• Enhance Python tools for portfolio selection and market data preparation.
• Assist with back-testing and margin analysis for OTC products.

Skills

Python

C++/C#

R

VBA

SQL

Job description

A leading derivatives marketplace is seeking a Quantitative Risk Intern in New York. The intern will develop risk and pricing models to evaluate counterparty exposures, enhance Python tools, and assist with back-testing for OTC products. Strong programming skills in Python and SQL are essential, with experience in C++/C#, R, and VBA being beneficial. This internship offers a competitive pay package between $23.17 and $38.65, along with opportunities for health coverage and other benefits.