Clearing Quantitative Risk Management- Year Round Intern 2020
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 www.wherefuturesaremade.com . 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 quant risk team. The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Principal Accountabilities:
The Quantitative Risk Team in the Risk Management Department within Clearing House is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively, and independently conduct research, analyse problems, formulate and implement solutions, and produce high quality results on time. Skills / Software Requirements:
- Strong quantitative and analytical skills
- programming (ex: R, Python), communication, and documentation skills
- Knowledge of financial markets
- Education in pricing derivatives and options is preferred Education:
• Bachelor or Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
• Location in Chicago