Risk Intern

Skills

About the Role

You will support daily market risk monitoring and coding, produce risk and limit reports, and review Value at Risk and capital components. You will monitor market news and positions, help implement risk controls, address limit breaches and system issues, and collaborate with trading, risk, finance, technology, compliance, and audit functions.

Requirements

• Bachelor's or postgraduate degree in a quantitative field preferred
• Knowledge of crypto and digital asset markets
• Knowledge of FX and rates markets
• Knowledge of derivative products including vanilla options
• Knowledge of derivative pricing models and exotic derivative products preferred
• Knowledge of complex structured derivatives preferred
• Knowledge of market risk processes including VaR, limits, and stress testing
• Python programming proficiency
• Analytical skills
• Communication skills
• Independent problem-solving skills

Responsibilities

• Support the quant risk analyst with daily risk monitoring and coding
• Produce daily risk and limit reports for trading, senior management, and regulatory stakeholders
• Review, comment on, and sign off VaR and capital components daily
• Review key market news, positions, and changes daily
• Liaise with Front Office trading and structuring on risk control implementation
• Address limit breaches, inadequate risk monitoring, and system problems
• Collaborate with Credit Risk, Research, Quantitative Development, Finance, Product Control, Middle Office, Market Risk Technology, Compliance, and Internal Audit

Benefits

• Flexible working arrangements
• High level of autonomy at work