Clearing/Quant Risk Management Internship- Year-Round
Company: eFinancial Careers
Posted on: April 10, 2021
Description CME Group is the world's leading and most diverse
derivatives marketplace. But who we are goes deeper than that.
Here, you can impact markets worldwide. Transform industries. And
build a career shaping tomorrow. We invest in your success and you
own it, all while working alongside a team of leading experts who
inspire you in ways big and small. Joining our company gives you
the opportunity to make a difference in global financial markets
every day, whether you work on our industry-leading technology and
risk management services, our benchmark products or in a corporate
services area that helps us serve our customers better. We're small
enough for you and your contributions to be known. But big enough
for your ideas to make an impact. The pace is dynamic, the work is
unlike any other firm in the business, and the possibilities are
endless. Problem solvers, difference makers, trailblazers. Those
are our people. And we're looking for more. To learn more about
what a career at CME Group can offer you, visit us at .
Clearing/Quant Risk Management Internship CME Group is currently
looking for a Clearing/Quant intern. This candidate will assist the
Clearing Department on day-to-day activities in support of Over The
Counter Valuation in Clearing House Risk is responsible for
developing, analyzing models for clearing initiatives. This is a
Year-Round internship and we are looking to have this individual as
soon as possible in the spring semester. Principal
Accountabilities: Daily responsibilities include code release
testing, historical data validation. The candidate must have the
ability to efficiently, effectively, and independently conduct
research, analyze problems, formulate and implement solutions, and
produce high quality results on time. Skills / Software
Requirements: --- Strong quantitative and analytical background.
--- Excellent programming, communication, and documentation skills.
--- Knowledge of financial markets. --- Knowledge in advanced
quantitative risk modeling and knowledge of statistical models in
risk management preferred. --- Knowledge in advanced derivatives
modeling and knowledge of volatility models preferred. ---
Experience with programming languages such as C++/C#, R, VBA, and
SQL is also required. --- Preference will be given to candidates
who can demonstrate the best practices in developing risk models
like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models,
Stressed VaR, Liquidity Risk models, etc. Education: --- Bachelor
or Masters in Computer Science, Financial Engineering, Financial
Mathematics, Mathematics, Physics, or a related discipline. ---
can be found here.
Keywords: eFinancial Careers, New York , Clearing/Quant Risk Management Internship- Year-Round, Executive , Parsippany, New York
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