Quantitative Analytics Summer Internship Capital Markets Masters Early Careers
You will apply advanced analytics, artificial intelligence, and machine learning during a 10-week summer internship. You will develop pricing, simulation, benchmark, and production models for trading portfolios, analyze and report model performance metrics, and apply statistical and quantitative techniques to validate model design, calibration, and implementation.
Responsibilities
- Develop pricing models for trading desks
- Enhance production models to mitigate deterioration in model performance
- Develop simulation models to forecast losses for trading portfolios
- Develop benchmark models to assess production model limitations
- Analyze and report metrics used to assess ongoing model performance
- Validate model design, calibration, and implementation
Requirements
- 6+ months of work experience or equivalent experience, training, military experience, or education
- Currently pursuing a Master's degree in mathematics, physics, engineering, statistics, or a related quantitative field, with expected graduation after December 2027
- Programming skills for data and statistical analysis with Python, C++, SQL, and Java
- Knowledge of Monte Carlo methods, differential equations, linear algebra, applied probability, and statistics
- Quantitative and analytical skills
- Data analysis, modeling, visualization, statistics, research, and generative AI experience
- Data and software engineering skills
- Data management skills
- Communication skills
- Business acumen and understanding of capital markets
- Risk assessment and risk control experience