Quant Risk Intern

2 weeks ago

Bengaluru Karnataka, India CME Group Full time

The Quantitative Risk Analyst is responsible for working in a team that develops Risk/Pricing Models evaluating counterparty exposures to the Clearing House, including models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. He/She works in a team that performs back testing & statistical analysis required to ensure the adequacy of margin coverage & justify other model assumptions.

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.
- Ensure deployment, testing and continuous improvement of these models within the Production Infrastructure of CME.
- Present results to Sr. Management and/or Risk Committees.
- Work on a team that enhances existing risk models as well as designs/prototypes new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.).

Skills & Software Requirements:
Experience with some programming languages such as C++/C#, R, VBA and SQL is also required.

**Education**:

- Bachelor’s degree required in a technical discipline, but a Master’s degree is preferred in the following disciplines
- Math Finance, Applied Mathematics, Financial Engineering, Software Engineering

CME Group : Where Futures are Made

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 by 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. Problem solvers, difference makers, trailblazers. Those are our people. And we’re looking for more.

  • Quant-intern

    7 days ago

    Bengaluru, Karnataka, India CME Group Full time

    Our Internships allow us to give a very small but select group of bright students an intensive, hands-on 6 months (preferably in person) introduction to what happens in the Clearing and Post-Trade Division of a financial exchange. We are looking for highly motivated individuals who have demonstrated outstanding achievements in academic and extracurricular...

  • Market Risk Pricing Quant

    2 weeks ago

    Bengaluru, India TopGear Consultants Full time

    **Roles and Responsibilities** - Opening with Leading Rating Company.**Job Description**: - In-depth understanding of derivatives and empirical asset pricing theory (Black-Scholes framework, stochastic calculus, jump diffusion, change of measure etc.). - Sound understanding and experience in the followings: - VaR, modelling of VaR using different approaches...

  • Equity Derivatives Quant Developer

    4 days ago

    Bangalore, Karnataka, India HSBC Full time

    Job description Some careers have more impact than others If you re looking for a career where you can make a real impression join HSBC and discover how valued you ll be HSBC is one of the largest banking and financial services organizations in the world with operations in 62 countries and territories We aim to be where the growth is enabling...

  • Quant Developer

    2 weeks ago

    Bengaluru, Karnataka, India Emperen Technologies Full time ₹ 15,00,000 - ₹ 20,00,000 per year

    Role Description :This is a contract role for a Quant Developer at Emperen Technologies.The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics.This role is located on-site in Bengaluru.Qualifications :3+ years professional programming experience in C# or C++. 3+ years...

  • Quant Developer

    2 days ago

    Bengaluru, India Emperen Technologies Full time

    Role Description : This is a contract role for a Quant Developer at Emperen Technologies.The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics.This role is located on-site in Bengaluru. Qualifications : 3+ years professional programming experience in C# or C++. 3+ years...

  • Banking Exams Quant Faculty

    1 week ago

    Bengaluru South, Karnataka, India Oliveboard Full time ₹ 1,04,000 - ₹ 1,30,878 per year

    Company DescriptionWith over 25 million users in 2500+ cities and towns of India, Oliveboard is the top exam preparation platform for Banking and Government Exams. Oliveboard offers structured live class programs by India's top faculty along with tests and online study material. We curate engaging content and test series to ensure that students get real-time...

  • Quant Developer

    2 weeks ago

    Bengaluru, Karnataka, India FalconX Full time

    As a quant developer you'll : - Develop tooling and systems to support our trading activities : pricing enhancements for derivatives, execution algos and infrastructure, trading product development, etc. - Promote strong collaboration within a cross functional team, including design, product management, traders, quants and trade operations- Solve technical...

  • Global Markets Front Office, Model Governance Quant

    7 days ago

    Bengaluru, Karnataka, India HSBC Full time

    -Job description **Some careers shine brighter than others.** If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further. HSBC is one...

  • Quant Modelling

    2 weeks ago

    Bengaluru, Karnataka, India JPMorganChase Full time

    **Job summary**: Financial Institutions routinely use models for a broad range of activities including analyzing business strategies, informing business decisions, identifying and measuring risk, valuing exposures or instruments, hedging derivative positions, conducting stress testing, assessing capital adequacy, managing clients assets, informing investment...

  • Vice President- Equity Derivatives Quant

    2 weeks ago

    Bengaluru, Karnataka, India HSBC Full time

    Job DescriptionJob descriptionSome careers have more impact than others.If you're looking for a career where you can make a real impression, join HSBC and discover how valued you'll be.HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is,...