
Quantitative Risk Management Intern
3 days ago
Job Overview:
">- Work as part of a collaborative team to deliver key functionalities related to asset liability management, interest rate risk in banking book, behavioral modeling, Pillar 1 risks (Market Risk, Credit Risk, Operational Risk), and Pillar 2 Risks (ICAAP).
- Contribute to the development of Python and Excel models for risk analysis, ensuring model validation and assisting with client user acceptance testing.
- Develop end-to-end functionalities for modeling macro-economic factors and market prices, including Interest Rate, Credit Spread, FX, Commodities, and Volatility.
- Validate cashflow, valuation, and sensitivity models using Excel/Python for banking and derivative products.
- Assist in project execution and develop product collaterals.
- Maintain adherence to established development standards and protocols.
About the Role:
">- This is a full-time internship opportunity, typically lasting 6-12 months, with the option to convert.
- No prior experience is expected, but preferred areas of past experience include quantitative modeling and risk management.
- The ideal candidate should hold a graduate degree or be pursuing one.
- Proficiency in English is required, both in writing and speaking.
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