Risk Management Intern

Key Responsibilities:

• Assist in identifying and quantifying financial risks through data analysis and quantitative modeling.
• Conduct stress tests and scenario analyses to evaluate how different market conditions impact the firm’s risk exposures.
• Develop and implement Python-based risk models and simulations to support risk measurement and management.
• Collaborate with senior risk analysts to design and execute stress testing frameworks for various asset classes.
• Monitor risk metrics and identify potential risk triggers or emerging risks that could impact the firm's portfolio.
• Contribute to the creation of risk reports and presentations to communicate findings to stakeholders.
• Stay informed on the latest risk management trends, regulatory requirements, and financial market developments.

Qualifications:

• Currently pursuing a degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related field.
• Experience with risk management software or frameworks such as Value-at-Risk (VaR), Expected Shortfall (ES), or Monte Carlo simulations.
• Strong proficiency in Python programming, particularly in data manipulation, statistical analysis, and model development using libraries such as NumPy, pandas, and SciPy.
• Solid understanding of financial risk concepts, including market risk, credit risk, liquidity risk, and operational risk.
• Knowledge of risk measurement techniques, stress testing, and scenario analysis.
• Strong analytical and problem-solving skills with the ability to interpret complex financial data.
• Excellent communication skills with the ability to explain technical concepts clearly and concisely.