ZipRecruiter

Log In

1

Internship Quantitative Risk Modeler Jobs in New Jersey

DTCC

Market Risk Senior Associate

Jersey City, NJ · On-site

  • Medical

  • Life

  • Retirement

  • PTO

DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays ... FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams ...

previous page

Showing results 41-60

All JobsQuantitative Risk Modeler JobsInternship Quantitative Risk Modeler JobsInternship Quantitative Risk Modeler Jobs in New Jersey

Internship Quantitative Risk Modeler information

What is the difference between Internship Quantitative Risk Modeler vs Quantitative Risk Analyst?

AspectInternship Quantitative Risk ModelerQuantitative Risk Analyst
CredentialsTypically pursuing or recent graduate in finance, mathematics, or related fieldsOften requires a degree in finance, economics, or quantitative disciplines; certifications like FRM or CFA are common
Work EnvironmentInternship setting, learning-focused, supervised by senior staffFull-time professional role, responsible for risk assessment and modeling
Employer & Industry UsageUsed in banks, asset management firms, and financial institutions for training and entry-level rolesCommon in financial services, banking, and investment firms for ongoing risk management

The Internship Quantitative Risk Modeler is an entry-level, learning-focused role typically held by students or recent graduates, whereas the Quantitative Risk Analyst is a full-time professional responsible for analyzing and managing risk using quantitative models. The internship provides foundational experience, while the analyst role involves ongoing risk assessment and decision-making.

What are popular job titles related to Internship Quantitative Risk Modeler jobs in New Jersey?

For Internship Quantitative Risk Modeler jobs in New Jersey, the most frequently searched job titles are:

What job categories do people searching Internship Quantitative Risk Modeler jobs in New Jersey look for?

The top searched job categories for Internship Quantitative Risk Modeler jobs in New Jersey are:

What cities in New Jersey are hiring for Internship Quantitative Risk Modeler jobs?

Cities in New Jersey with the most Internship Quantitative Risk Modeler job openings:

Internship Quantitative Risk Modeler jobs near you

Quantitative Developer / Market Risk

Motion Recruitment Partners, LLC

Jersey City, NJ • On-site

Other

Posted 14 days ago

Job description

Grow your career as a Quantitative Developer ( Market Risk) with an innovative global bank in Jersey City, NJ. Contract role with strong possibility of extension. Will require working a hybrid schedule 3 days onsite per week.
Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.
Contract Duration: 6 Months
Required Skills & Experience
  • A degree in Computer Science, Engineering, or a related technical field.
  • 10+ years of professional experience with a proven track record of designing, building, and running applications on massive-scale compute grids.
  • Expert-level, hands-on experience with at least one major public cloud provider (AWS or Google Cloud Platform), including their batch processing, container, and serverless offerings.
  • Deep expertise in containerization and orchestration technologies (Docker, Kubernetes).
  • Strong programming skills in languages common to high-performance computing, such as C++ and Python.
  • Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
  • A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
  • Exceptional problem-solving skills, with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment.
  • Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.
What You Will Be Doing
  • Architect, build, and manage a massive-scale, distributed compute grid on public cloud platforms (AWS, Google Cloud Platform) for running financial pricing models.
  • Design and implement the orchestration layer responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPU/GPU cores.
  • Deploy, manage, and version control a diverse library of quantitative pricing models, ensuring they run optimally in a distributed environment.
  • Obsessively monitor and optimize the performance, cost, and resource utilization of the cloud grid, driving continuous efficiency improvements.
  • Collaborate with quantitative development teams to seamlessly integrate new and updated pricing models into the production grid.
  • Engineer the data logistics to ensure that the correct market data, trade data, and model configurations are available for every calculation at runtime.
  • Ensure the pricing engine is highly available, resilient, and capable of meeting stringent recovery time objectives.

Apply