Quantative Risk Management - Summer Internship

  • CME Group
  • London, UK
  • Jan 30, 2019
Internship Aerospace engineering Astronomy Biology Computer Science Chemical engineering Engineering Health Science Life Science Mathematics Medical Sciences Chemistry Civil engineering Physics Psychology Social Science Teaching/Academics Technology Veterinary medicine


CME Group is the world's leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Joining our company gives you the opportunity to make a difference in global financial markets every day, whether you work on our industry-leading technology and risk management services, our benchmark products or in a corporate services area that helps us serve our customers better. We’re small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.
Clearing/Quant Risk Management Summer Internship
CME Group is currently looking for a Clearing/Quant summer intern.

The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.

This candidate will research on properties and modeling of market micro-structure by analyzing tick-by-tick data.

Principal Accountabilities:

Daily responsibilities include analyzing tick-by-tick data using python or R code using statistics or models (for example: point process).

The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.

Skills / Software Requirements:

  • Strong quantitative and analytical background.
  • Excellent programming, communication, and documentation skills.
  • Knowledge of financial markets.
  • Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
  • Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.
  • Experience with programming languages such as Matlab, R or Python is also required.


  • Bachelor or Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
  • Location in Chicago or London

Experience level of the applicant we want

College / Sixth form