Description

How You Can Make An Impact

The Quantitative Risk Intern will get a hands-on experience in working with quantitative professionals on various analytical and financial modeling projects. The right candidate will assist in projects that will be used to enhance our robust risk management framework. This role will report to the Director of Risk Management and work closely with other members of the risk team and traders.

• Model, analyze, and optimize existing and new risk matrices
• Assist in the development and implementation of analytical risk models to provide insight into the firm’s various trading activities
• Work closely with other members of the risk team
• Gain a thorough understanding of the risk models employed by our various clearing firms.
• Perform risk studies using Python, VBA, and R, often with moderate scripting and statistical analysis
• Learn about the various duties and tasks managed by the Risk Department at an international proprietary trading firm

What You'll Need

• Working towards an advanced degree in Financial Math
• Strong working knowledge and hands-on familiarity with a range of techniques to evaluate and represent market risk, including PCA, Historical Simulation, VaR, Scenario Analysis/Stress Testing, Greeks, Option profiles, etc.
• Financial Risk Modelling skills are a must, with special focus in:
  • PCA
  • Time Series
  • VaR
• Solid understanding of futures and options trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks
• Knowledge of US, European and Asian derivatives markets
• An understanding of statistical methods and statistical packages (e.g. R or Python)
• Database skills are a plus.  Experience with kdb/Q is a big plus
• Good communication and interpersonal skills
• A desire to learn in a fast-paced, collaborative, and entrepreneurial environment

Why You Should Join Us 

• Great People. We’re ambitious and like to have fun while achieving our goals.
• Transparent Compensation Structure. Our employees know that we value their ideas and contributions.
• Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as on-site seminars, happy hours, corporate sports teams, etc.
• Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, on-site gym, and generous vacation package are just some of the perks that we offer our employees.