Intern - QRM at OCC
OCC is looking for interns who are hungry for the chance to learn more, humble enough to admit they don’t know all the answers, and smart enough to recognize the opportunity. As a summer intern, you will help lead projects that help shape the future of OCC. Here’s what we’re looking for:
Projects and Responsibilities:
- Implied volatility visualization tool to inspect OCC’s implied volatility surface on demand
- Investigate the feasibility of volatility parametrization methodologies in academic literature and industry
- Collaborate in development of new model for Cliquet options
- Graduate degree in financial mathematics/financial engineering
- Proficient Python/R programming skills
- Completed coursework including stochastic process, risk neutral measures and Monte Carlo simulation
What knowledge and skills will the intern gain from this internship?
- Hands on experience with building a robust python application to analyze the dynamics of the implied volatility surface
- Practical experience with analyzing the performance of various volatility models
- Quantitative model development experience
When you find a position you're interested in, click the 'Apply' button. Please complete the application and attach your resume.
You will receive an email notification to confirm that we've received your application.
If you are called in for an interview, a representative from OCC will contact you to set up a date, time, and location.