Overview
The intern will support the Office of the Treasurer in developing and documenting valuation models for financial instruments and assist with daily valuation tasks.
Tasks Summary
- Ideate, develop, and operationalize solutions for the team
- Participate in the development of a scalable software framework for daily treasury derivatives valuations
- Develop solutions and share knowledge of familiar solutions
- Perform internal data mapping, project documentation, and create operating manuals
- Independently evaluate and ideate beneficial projects
- Present completed, in-progress, or proposed projects at the end of the internship
Experience Requirements
• Experience with treasury products and processes required to trade and risk manage them is a plus
Qualification Requirements
- Currently enrolled in a Masters or PhD program in a quantitative field, preferably Mathematics, Physics, Computer science or Financial Engineering
- Solid knowledge in derivatives, fixed income securities and structured products
- Working knowledge of Python, or any other programming language or automation tools
- Financial modelling knowledge is preferred, i.e. option pricing model