Base: $25phly; bonus/equity: eligible for bonus ba...
Master's degree in quantitative finance or related field
Proficiency in python, r, matlab, or sql
Experience with var, expected shortfall, and monte carlo simulations
This internship offers a unique opportunity to apply quantitative learnings to real-world financial risk scenarios within a growing 150-year-old bank
Job Summary
This internship offers a unique opportunity to apply quantitative learnings to real-world financial risk scenarios within a growing 150-year-old bank.
The role involves developing risk models, conducting stress testing, and analyzing asset and liability gap risks for the Enterprise Risk Management division.
Candidates will receive a competitive total rewards package including a 401(k) match, profit sharing, and comprehensive health benefits.
Matching Summary
This internship offers a unique opportunity to apply quantitative learnings to real-world financial risk scenarios within a growing 150-year-old bank.
Salary
Base: $25/hourly; Bonus/Equity: Eligible for bonus based on performance; Benefits: 401(k) match, profit sharing, medical, dental, vision, life insurance
Skills & Requirements
Must-have
Master's degree in quantitative finance or related field
Proficiency in Python, R, MATLAB, or SQL
Experience with VaR, Expected Shortfall, and Monte Carlo simulations
Strong statistical analysis and data visualization skills
Knowledge of Basel III regulations and liquidity risks
Nice-to-have
Experience leveraging AI agents for coding and model development
Familiarity with Bloomberg, FactSet, or Reuters databases
Experience with PowerBI or Tableau business analytic tools
Ability to translate complex findings into actionable insights
Initiative-taking mindset and independent work capability
Key Requirements
Bachelor's degree in economics, math, statistics, or finance
Currently enrolled in or holding a Master's in quantitative finance
0-3 years of experience in risk management or financial modeling