CME GROUP Summer Internship- Clearing/Quant- 2018

Chicago Mercantile Exchange Inc. Published: 2nd October 2017
Chicago, IL
Job Type


Bachelor or Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline. Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. The Quantitative Risk Team in the Risk Management...

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