CME Group Clearing- Quantative Risk Management- Year Round Intern 2017 in Chicago, Illinois
Quantitative Risk Management Year Round Intern
The Quantitative Risk Management Intern will assist in developing risk and pricing models that evaluate counter-party exposures to the Clearing House. This includes models related to time series analysis, pricing, Value-at-Risk, stress testing, liquidity, and regulatory capital, and also developing tools for portfolio analytics (e.g. sensitivities, risk reports, and margin adequacy). The intern will also perform the back testing and statistical analyses required to ensure the adequacy of margins and to justify model assumptions. Must be willing to relocate to Chicago if needed. Minimum of 30 hours of work per week required. Qualifications
Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, Data Science, or a related discipline.
Academic experience in probability theory, statistics, and stochastic processes.
Experience with programming languages such as C++/C#, R, VBA, and SQL is also required.