The Quantitative Risk Management intern will be responsible for analyzing and testing Risk/Pricing Models for the Clearing House. These include models related to Value-at-Risk, Stress VaR, and liquidity risk for futures products. The intern will work on very specific projects to develop back-testing strategies of the risk framework.This role requires a passion for problem solving, a deep understanding of financial mathematics with expertise in stochastic calculus, numerical methods, Volatility Forecasting techniques, and PDEs along with a flair for object oriented programming.

Principle Responsibilities:

  • Test and validate risk models for commodities.
  • Develop software tools to efficiently implement risk methodologies.
  • Present results to the risk team peers and management as needed.


  • Pursuing a MS program in Math, Quant finance or any quantitative field.
  • Possesses strong quantitative, analytical, and problem solving skills.
  • Strong knowledge of statistics, probability theory, stochastic processes, and PDE’s.
  • Strong academic experience on pricing options and volatility surface estimation.
  • Strong working knowledge of Programming languages such as C#, Matlab, R. Intermediate level knowledge in SQL.
  • Good communication skills and a team player.

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