Quant Risk Management Intern (Fintech)

TL;DR

Quant Risk Management Intern (Fintech): Helping to develop Risk/Pricing Models that evaluate counterparty exposures to the Clearing House with an accent on pricing, Value-at-Risk, stress testing, and liquidity. Focus on enhancing Python tools for portfolio selection, assisting with back-testing margin results, and supporting margin analysis for OTC products.

Location: Onsite in New York City, USA

Salary: $23.17–$38.65 per hour

Company

hirify.global is the world’s leading derivatives marketplace.

What you will do

• Develop and enhance Risk/Pricing Models covering Value-at-Risk, Stress Testing, Liquidity, and Regulatory Capital.
• Create tools for Portfolio Analytics, including sensitivities, risk reports, and margin coverage.
• Perform back-testing to validate margin coverage and model assumptions.
• Enhance Python tools for portfolio selection and market data preparation.
• Support quantitative researchers in margin analysis for OTC products.

Requirements

• Strong proficiency in programming languages such as Python, C++, C#, R, VBA, and SQL.
• Ability to develop and analyze quantitative risk and pricing models.
• Must be able to work onsite in New York, USA.

Culture & Benefits

• Competitive compensation package for interns.
• Access to comprehensive health coverage and mental health benefits.
• Opportunity to work with leading experts in the derivatives marketplace.
• Commitment to diversity, equity, and inclusion as an equal-opportunity employer.