QUANTITATIVE RISK INTERN - SPRING 2019 at Geneva Trading

| Chicago
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How You Can Make An Impact

We are looking for a Quantitative Risk Intern that is interested in getting hands-on experience working with quantitative professionals on various analytical and financial modeling projects. The right candidate will be a key participant in a PCA modeling project 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.

  • Model, analyze, and optimize existing and new risk matrices
  • Assist in the development and implementation of analytical PCA 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 marketrisk, 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
  • Good communication and interpersonal skills
  • A desire to learn in a fast-paced, collaborative, and entrepreneurial environment
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