QUANTITATIVE RISK INTERN - SPRING 2019

| Chicago | Hybrid
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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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Technology we use

  • Engineering
  • Product
  • People Operations
    • C#Languages
    • C++Languages
    • PythonLanguages
    • RLanguages
    • SqlLanguages
    • LinuxLanguages
    • kdbLanguages
    • ReactLibraries
    • Microsoft SQL ServerDatabases
    • MongoDBDatabases
    • kdbDatabases
    • AWS (Amazon Web Services)Services
    • ConfluenceManagement
    • JIRAManagement
    • Microsoft ProjectManagement
    • Microsoft TeamsCollaboration
    • AsanaProject Management

Location

We're centrally located in Chicago's Financial District & walking distance from the exchanges. We call Dublin, Ireland our second home.

What are Geneva Trading Perks + Benefits

Culture
Open door policy
OKR operational model
Team based strategic planning
Quarterly engagement surveys
Hybrid work model
Employee awards
Flexible work schedule
Health Insurance & Wellness Benefits
Flexible Spending Account (FSA)
Disability insurance
Dental insurance
Vision insurance
Health insurance
Life insurance
Pet insurance
Wellness programs
Team workouts
Mental health benefits
Financial & Retirement
401(K)
Geneva Trading offers employees a 401(k) and/or Roth(k) plan.
401(K) matching
Performance bonus
Child Care & Parental Leave Benefits
Generous parental leave
Family medical leave
Vacation & Time Off Benefits
Generous PTO
Paid volunteer time
Paid holidays
Paid sick days
Bereavement leave benefits
Office Perks
Commuter benefits
Company-sponsored outings
Free snacks and drinks
Some meals provided
Company-sponsored happy hours
Recreational clubs
Relocation assistance
Onsite gym
Professional Development Benefits
Job training & conferences
Tuition reimbursement
Lunch and learns
Promote from within
Continuing education stipend
Online course subscriptions available
Paid industry certifications

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