Quant Risk Management Intern - Year Round

Job description

Quant Risk Management - Internship - Year Round CME Group is currently looking for a Quant Risk Management year-round intern. This candidate will assist the Quant FnO team on day-to-day activities in support of development, analysis, and back-testing of models that safeguard our clearing initiatives. As a intern within the Quant FnO team, you will support the Equity Asset Class by ensuring the integrity of our risk models, validating complex datasets, and assisting in the deployment of next-generation clearing risk solutions. Principal Accountabilities: - Model Validation: Conduct rigorous margin and stress testing model validations to ensure systemic stability. - Performance Analysis: Execute daily portfolio back-testing and historical data validation for equity-based products. - Production Support: Oversee code release testing and ensure the seamless integration of quant libraries into production environments. - Research & Implementation: Independently conduct quantitative research to formulate, implement, and document solutions for complex risk problems. Skills / Software Requirements: - Programming: High proficiency in Python and SQL is essential. Experience with C++/C# is stro...