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.
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