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Credit Risk Analyst Intern Jobs in New Jersey (NOW HIRING)

Vaco LLC

SVP, Chief Credit Risk Officer

Edgewater, NJ · On-site

Chief Credit Risk Officer (Fintech & Commercial Banking) Location: Bergen County, NJ 4 days onsite ... Portfolio Analytics: Lead vintage analysis, pool-level/single-name reviews, and risk-adjusted ...

Intone Networks Inc.

Business Analyst

Jersey City, NJ · On-site

$90 - $120/hr

Support credit risk modeling and analysis using industry standard concepts and frameworks * Collaborate with stakeholders to gather requirements and translate business needs into technical solutions

Posted today

Holman, Inc.

Credit Portfolio Manager

Mount Laurel, NJ · On-site

Identify and analyze trends and patterns related to credit risk and provide recommendations to management for an informed decision on credit risk appetite. Outline mitigating measures for potential ...

Cesna Group

Credit & AR Analyst

Teaneck, NJ · On-site

$50K - $100K/yr

Credit Management * -Evaluate new customer credit applications and recommend appropriate credit * limits. * -Conduct financial statement analysis and credit risk assessments. * -Monitor customer ...

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Credit Risk Analyst Intern information

What does a credit risk analyst intern do?

A Credit Risk Analyst Intern supports the credit risk team by analyzing financial data, assessing the creditworthiness of individuals or companies, and preparing reports on potential risks. They may assist in monitoring credit portfolios, researching industry trends, and helping to develop models that predict credit risk. Interns typically work under the supervision of senior analysts and gain hands-on experience with the tools and methodologies used in risk assessment. This role is an excellent opportunity for students to learn about financial analysis, risk management, and decision-making in a professional environment.

What are some typical projects or tasks a credit risk analyst intern might work on during their internship?

As a Credit Risk Analyst Intern, you can expect to assist with data gathering and analysis to evaluate the creditworthiness of clients or portfolios, support the preparation of risk assessment reports, and help monitor key risk indicators. Interns often work closely with senior analysts to develop financial models, conduct industry research, and contribute to presenting findings to stakeholders. This collaborative environment provides valuable exposure to risk management processes and offers hands-on experience with analytical tools that are highly valued in the finance industry.

What are the key skills and qualifications needed to thrive as a credit risk analyst intern, and why are they important?

To thrive as a Credit Risk Analyst Intern, you need strong analytical skills, proficiency in quantitative methods, and a background in finance, economics, or statistics, often supported by relevant coursework. Familiarity with Excel, statistical software (such as SAS or R), and financial modeling tools is typically expected. Attention to detail, effective communication, and a willingness to learn help interns stand out in collaborative, data-driven environments. These skills are crucial for accurately assessing creditworthiness, managing risk, and supporting informed lending decisions.

What is the difference between Credit Risk Analyst Intern vs Credit Risk Analyst?

AspectCredit Risk Analyst InternCredit Risk Analyst
Required CredentialsTypically pursuing or recent graduate in finance, economics, or related fieldBachelor's degree often required; certifications like CFA or FRM preferred
Work EnvironmentInternship setting, learning-focused, supervisedFull-time professional role, responsible for analysis and decision-making
Employer & Industry UsageInternship programs in banks, financial institutions, or credit agenciesFull-time positions in similar organizations, with increased responsibilities

The main difference between a Credit Risk Analyst Intern and a Credit Risk Analyst lies in experience, responsibilities, and employment status. Interns are typically students or recent graduates gaining industry exposure, while analysts are full-time professionals performing detailed credit risk assessments and decision-making.

What are the most commonly searched types of Credit Risk Analyst jobs in New Jersey?

The most popular types of Credit Risk Analyst jobs in New Jersey are:

What are popular job titles related to Credit Risk Analyst Intern jobs in New Jersey?

For Credit Risk Analyst Intern jobs in New Jersey, the most frequently searched job titles are:

What job categories do people searching Credit Risk Analyst Intern jobs in New Jersey look for?

The top searched job categories for Credit Risk Analyst Intern jobs in New Jersey are:

What cities in New Jersey are hiring for Credit Risk Analyst Intern jobs?

Cities in New Jersey with the most Credit Risk Analyst Intern job openings:

Credit Risk Analyst Intern jobs near you
Infographic showing various Credit Risk Analyst Intern job openings in New Jersey as of August 2026, with employment types broken down into 83% Full Time, 13% Part Time, 2% Temporary, and 2% Contract. Highlights an 96% Physical, 1% Hybrid, and 3% Remote job distribution.

Wholesale Credit Quantitative Research - Senior Associate

JPMorgan Chase & Co.

Jersey City, NJ • On-site

$140 - $210/hr

Other

Re-posted 12 days ago

JPMorgan Chase & Co. rating

7.9

Company rating: 7.9 out of 10

Based on 500 frontline employees who took The Breakroom Quiz

77th of 174 rated banks

Job description

Help strengthen how we measure and manage risk in cleared derivatives. You will build quantitative models and tools that assess central counterparty margin adequacy and support counterparty credit risk management. Working with partners across controls and technology, you will take research into practical, production-ready solutions. Your work will directly inform risk frameworks and governance.

Job summary

As a Quantitative Research Senior Associate in Wholesale Credit Risk Quantitative Research, you will develop models and tools that assess central counterparty margin adequacy and support counterparty credit risk management for cleared derivatives. You will collaborate with a team that values strong partnerships, thoughtful analysis, and clear communication. You will work closely with risk governance and control partners to support a well-managed model lifecycle. You will engage technology partners to help deliver scalable, production-ready solutions.

Job responsibilities
  • Develop expertise in quantitative topics related to central counterparties and cleared derivatives
  • Create models and tools to assess the adequacy of margin requirements for cleared derivatives
  • Develop and enhance models and toolsets that evaluate the effectiveness of counterparty risk frameworks
  • Build statistical models and analytics to assess and manage counterparty credit risk
  • Partner with risk governance and control teams to support model oversight and ongoing reviews
  • Collaborate with technology partners to implement, test, and deploy production-ready models and tools
  • Document assumptions, methodologies, and limitations clearly to support transparency and re-use

  • Communicate findings and recommendations in a clear, logical way to technical and non-technical stakeholders

Required qualifications, capabilities, and skills
  • Doctorate or master’s degree (or equivalent) in financial engineering, operations research, statistics, mathematics, computer science, economics, or a related field
  • 3 years of experience in quantitative research, quantitative strategy, or a closely related quantitative role
  • Proficiency in Python for model development and data analysis
  • Strong understanding of cleared derivatives and risk management methodologies, including value at risk and stress testing, across asset classes
  • Excellent verbal and written communication skills, with the ability to articulate analysis clearly and logically
  • Demonstrated attention to detail and the ability to deliver across multiple time-sensitive timelines
  • Strong risk and control mindset and a track record of effective cross-team partnership
Preferred qualifications, capabilities, and skills
  • Proficiency in R in addition to Python
  • Experience assessing central counterparty margin methodologies and margin adequacy
  • Experience developing or enhancing counterparty credit risk models for derivatives
  • Experience deploying analytical models into production environments in partnership with engineersFamiliarity with model governance expectations, documentation, and ongoing monitoring practices
  • Experience working with cleared products across multiple asset classes
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