2019 Quantitative Risk Analytics Summer Intern - NY

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New York, NY

Posted Jan 18, 2019 - Requisition No. 73003

The Bloomberg Quantitative Risk Analytics (QRA) team is responsible for all quantitative aspects of Bloomberg's market and credit risk product suite. This product suite is used world-wide by leading financial institutions to manage their financial risks.

The QRA team is looking for a summer intern to do innovative research in risk analysis. Research areas include data analysis and visualization, default modeling, and risk factor estimation and modeling. You will have the opportunity to learn about risk management processes and models, and to work on these projects with Bloomberg's award winning, world renowned quants.

Requirements:

  • Knowledge of statistics, stochastic calculus and numerical methods
  • Knowledge of risk measurement and VaR and CVA calculations
  • Fluent in Matlab, Python and/or R
  • Masters in a quantitative field required; PhD coursework preferred
  • Be available to work the whole duration of 10 weeks

If this sounds like you:

Apply if you think we're a good match and we'll get in touch with you to let you know next steps. In the meantime, check out http://www.bloomberg.com/professional.

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

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