Risk Management Summer Internship — NYC, Quant Analytics

Jefferies; New York (NY); On-site; USD 100,000 - 125,000; Full time

Job summary

Jefferies Risk Management internship in New York offers hands-on exposure to a global investment bank. Interns work on real risk projects, participate in a mentored program, and receive formal performance reviews.

The role emphasizes analytical thinking, collaboration, and integrity in a fast-paced environment. Interns may contribute to quantitative analytics, risk measurement, and model validation, with responsibilities spanning market and credit risk.

Qualifications

• Pursuing a Bachelor’s, Master’s or PhD in Finance or related field.
• Expected graduation between December 2027 and June 2028.
• Proficiency in Python, SQL, Databases and system implementation.
• Knowledge of financial markets is required.
• Strong analytical and quantitative skills with attention to detail.
• Excellent verbal and written communication abilities.
• Ability to multitask, manage time effectively and work under pressure.
• Excellent interpersonal skills and a team player mindset.

Responsibilities

• Work on risk measurement methodologies and model validation.
• Develop and implement risk systems and processes.
• Support market and credit risk assessments to ensure consistent methodologies.
• Independently review and validate models used for valuation of inventory.

Skills

Python

SQL

Databases

System implementation

Financial markets knowledge

Analytical skills

Verbal communication

Written communication

Multitasking

Team player

Education

Bachelor's/Master's/PhD in Finance

Statistics or Mathematics

Computer Science

Job description

Jefferies Risk Management internship in New York offers hands-on exposure to a global investment bank. Interns work on real risk projects, participate in a mentored program, and receive formal performance reviews.

The role emphasizes analytical thinking, collaboration, and integrity in a fast-paced environment. Interns may contribute to quantitative analytics, risk measurement, and model validation, with responsibilities spanning market and credit risk.