Quantitative Risk Intern (Financial Services)

Location: Chicago, United States

Compensation: $35.00–$40.00 per hour

Company

hirify.global is a proprietary trading firm using its own capital, trading strategies, and risk management methodologies to provide liquidity to global financial markets and hedging opportunities to commodity producers and users.

What you will do

• Build and execute quantitative risk monitoring using key risk metrics.
• Design, collect, and analyze risk data in collaboration with multiple stakeholders.
• Use quantitative analytics to assess future risk, opportunities, and effectiveness.
• Translate analytical results into solutions that improve business decision-making.
• Contribute to strategic, cross-functional initiatives within Quantitative Risk Management.
• Present review results to the Executive Management Team.

Requirements

• Pursuing a degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field.
• Expected graduation between Winter 2027 and Summer 2028.
• Proficient to advanced knowledge of statistical modeling and quantitative techniques, including regression, optimization, simulation, time-series analysis, probability theory, survival analysis, value-at-risk, PCA, and GARCH.
• Basic proficiency in Python and SQL.
• Ability to communicate complex concepts and findings clearly and concisely.

Nice to have

• Knowledge of option pricing and fixed-income analytics.
• Advanced Python proficiency.
• Experience with SciPy, statsmodels, R, C, C++, C#, SAS, or Matlab.
• Knowledge of enterprise risk management and internal control standards in financial services.
• Proficiency with data management and reporting tools such as Essbase, Excel, Word, PowerPoint, and Access.

Culture & Benefits

• Work within a quantitative risk management team at an independent proprietary trading firm.
• Collaborate with stakeholders across a financial services organization operating in North America, Europe, and Asia.