Quantitative Risk Intern - Summer 2027
$72,800–$83,200 year
On-siteChicago, Illinois, United States
Job Summary
Build and execute advanced quantitative risk monitoring by designing, collecting, and analyzing key risk metrics to influence business strategy. Utilize advanced quantitative analytics to assess future risk and translate results into meaningful solutions for decision-making. Contribute to strategic, cross-functional initiatives within the Quantitative Risk Management team and present review results to the Executive Management Team. This summer 2027 internship supports DV Group's proprietary trading firm, which provides liquidity to worldwide financial markets and hedging opportunities to commodity producers.
Required Qualifications
- Pursuing a degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
- Expecting to graduate between Winter 2027 and Summer 2028
- Proficient to advanced knowledge of statistical modeling and other quantitative techniques including, but not limited to linear & non-linear 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 in a clear and concise manner
Desired Qualifications
- Knowledge of option pricing and fixed income analytics
- Advanced proficiency in Python
- A working knowledge of Python SciPy & statsmodels, R, C/C++/C#, SAS, and/or Matlab
- Knowledge of enterprise risk management and internal control standards, especially within the financial services industry
- Proficiency in data management and reporting tools strongly desired (Essbase, Word, Excel, Power Point, Access)
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