Quantitative Research Associate, Risk and Treasury, Summer Internship

What you'll do

• Develop, validate, and enhance mathematical models and algorithms for risk and treasury operations.
• Analyze data to identify patterns, trends, and insights for financial decision-making.
• Conduct back testing and assess the conceptual soundness of various financial strategies.
• Maintain and improve software systems and tools used for risk management.
• Build statistical, AI/ML, and platform engineering solutions for grading and forecasting.
• Optimize financial solutions and balance sheet strategies across various asset classes.
• Draft validation reports evaluating the reliability of inputs and estimation methodologies.
• Propose creative solutions to complex financial challenges and emerging risks.

What we're looking for

• Enrolled in a Master’s or PhD program in mathematics, statistics, physics, engineering, computer science, economics, or data science/machine learning.
• Expected graduation date must be between December 2027 and August 2028 in the U.S.
• Proficiency in Python and/or C++ programming.
• Strong modeling, analytical, quantitative, and problem-solving skills.
• Excellent communication skills for presenting complex concepts.
• Interest in banking analytics, global markets, and quantitative research.
• Preferred to be enrolled in a 2-year Master’s or PhD program (preferred).
• Experience with R, MATLAB, or SQL; understanding of banking products and financial instruments; and familiarity with AI tools (preferred).