CME Group Hiring Quant Risk Intern in Bangalore

Quant Risk Intern

The Quantitative Risk Intern will work with a team developing risk and pricing models that evaluate counterparty exposure for the Clearing House. The role includes work related to pricing, Value-at-Risk, stress testing, liquidity, regulatory capital, and portfolio analytics tools.

The intern will also support back testing and statistical analysis activities to validate margin coverage and model assumptions.

Principal Accountabilities

• Conduct empirical studies and recommend margin levels, modeling enhancements, and other risk mitigation measures while keeping models aligned with established industry theories.
• Support deployment, testing, and ongoing enhancement of models within CME production infrastructure, and assist in presenting findings to senior management and risk committees.
• Contribute to improving current risk models and prototyping new models across asset classes including OTC and Futures, covering areas such as pricing, VaR, back testing, stress testing, and liquidity.

Skills and Software Requirements

• Knowledge of programming languages and tools such as C++, C#, R, VBA, and SQL.
• Bachelor’s degree in a technical discipline is required. A Master’s degree is preferred in Math Finance, Applied Mathematics, Financial Engineering, or Software Engineering.

CME Group: Where Futures are Made

CME Group is a global derivatives marketplace where employees work on financial markets, risk systems, and technology that shape industries worldwide. The company values diverse perspectives and supports an inclusive workplace.

CME Group is an equal opportunity employer and evaluates candidates without regard to protected characteristics.