Cookies — it's your choice

At Bright Network we use cookies and similar technologies to help deliver you the best possible experience. Some are necessary to help our website work properly and can't be switched off, and some are optional but support Bright Network in building and running the service that we provide to you.

Data we store

You can find out more in our privacy policy at any time by going to the link in our footer.

  1. Home
  2. Internships
  3. Technology & IT Infrastructure
  4. Quantitative Risk Manager Intern London 2022
Lock Applications for this job are now closed
Closing soon

CME Group is currently looking for a Quant Risk Management summer intern.

This intern will assist the Quant team on day-to-day activities in support of SPAN2 model development and maintenance including but not limited to functions like data analysis, report developing and review, back testing, impact analysis, and other related ad-hoc projects.

Principal accountabilities

  • Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with the proven theories in the field.
  • Enhance existing risk models as well as design/prototype new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.).
  • Ensure deployment, testing and continuous improvement of these models within the Production Infrastructure of CME.
  • Present results to Sr. Management and/or Risk Committees.

Skills / software requirements

  • Programming languages such as Python, C#, R, SQL.

Education

  • Masters/Advanced Degree in a quantitative field like Math/Statistics/Data Science, Financial engineering

Position can be in London

About us

CME Group (www.cmegroup.com) 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. With 2,500 employees located around the world, 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.

Related Jobs