Chicago Mercantile Exchange Clearing- Quantative Risk Management- Year Round Intern 2017 in United States

Clearing- Quantative Risk Management- Year Round Intern 2017




Quantitative Risk Management Year Round InternThe 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.

As the world’s leading and most diverse derivatives marketplace, CME Group ( is where the world comes to manage risk. Based in Chicago, with offices in New York, London, Singapore, Calgary, Houston, São Paulo, Singapore, Tokyo and Washington D.C., our team of more than 2,500 employees has an impact on the global economy every day. We offer:

  • The widest range of global benchmark futures and options available across all major asset classes;

  • The most advanced trading technology;

  • Industry-leading clearing and risk management capabilities;

  • A relentless customer focus, serving leading investment and commercial banks, hedge funds, proprietary trading firms, pension funds, sovereign wealth funds, asset managers, corporations and individual traders; and,

  • A great place to work.

With this strong foundation in place, we are looking to continue growing our business in both listed and over-the-counter markets. To support this growth, we are seeking highly motivated individuals to help foster our corporate culture and uphold our core values of leading with conviction and integrity, advancing the global economy, building lasting relationships and acting with ingenuity every day.

We hope you will consider joining our world-class team.