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Internship Quantitative Risk Modeler Jobs in Rochester, NY

Cornerstone Research

Summer Analyst

Geneseo, NY

... internship. * Most cases have quantitative and qualitative elements, though some will be more ... Developing financial and economic models; * Analyzing large datasets; * Examining market and ...

Cornerstone Research

Summer Analyst

Geneseo, NY · On-site

... internship. * Most cases have quantitative and qualitative elements, though some will be more ... Developing financial and economic models; * Analyzing large datasets; * Examining market and ...

Cornerstone Research

Summer Analyst

Rochester, NY · On-site

... internship. * Most cases have quantitative and qualitative elements, though some will be more ... Developing financial and economic models; * Analyzing large datasets; * Examining market and ...

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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.

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Internship Quantitative Risk Modeler jobs near you

Quantitative Trading & Research - Equity Derivatives Flow - Vice President

Rochester, NY • On-site

JPMorgan Chase & Co.
Finance and Insurance • 10K+ employees
Learn more about JPMorgan Chase & Co.external

Other

This job post has expired today. Applications are no longer accepted.

JPMorgan Chase & Co. rating

7.9

Company rating: 7.9 out of 10

Based on 500 frontline employees who took The Breakroom Quiz

Job description

The Quantitative Trading & Research Team (QTR) Equity Derivatives group seeks a junior to mid-level quantitative researcher to focus on flow products. The role centers on driving and implementing analytics, optimization, and modeling across volatility trading, encompassing volatility surface calibration, client analytics, and pre-trade/post-trade analysis and hedging optimization.

Job Summary:

As a Vice President for the Quantitative Trading & Research Team, you will leverage data and advanced quantitative techniques, including machine learning, to build end-to-end solutions that directly support the business.

Job Responsibilities:
  • Partner with the Equity Derivatives Flow trading desk to build analytics and develop, enhance, and maintain pricing and risk models for flow products.
  • Lead research and implementation of volatility trading analytics, with a focus on volatility surface calibration and modeling.
  • Design and deliver client analytics tools, including pre-trade and post-trade analysis and hedging optimization frameworks.
  • Take an active role in shaping a data-driven ecosystem for trading and risk management.
  • Own the full project lifecycle — from ideation and prototyping to production deployment — developing analytics to manage client flow and risk inventory, supporting daily operations, and monitoring performance.
  • Work closely with traders to translate quantitative research into clear, actionable insights and solutions.
Required Qualifications, Capabilities, and Skills:
  • Advanced degree (Master's or Ph.D.) in a quantitative discipline (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, or related field) from a top-tier university.
  • 1–3 years of experience in equity modeling, with a preference for equity derivatives.
  • Strong foundation in stochastic calculus, probability theory, and numerical methods.
  • Deep knowledge of option theory and equity derivatives products and markets.
  • Proficiency in Python, C++, and relevant numerical computing packages.
  • Demonstrated experience with quantitative research techniques, data analysis, and machine learning.
  • Strong communication skills with the ability to engage effectively with trading and deliver production-ready solutions.
Preferred Qualifications, Capabilities, and Skills:
  • Experience analyzing market data and applying insights to derivatives trading strategies.
  • Familiarity with risk management frameworks and relevant regulatory requirements.
  • Prior exposure to a front-office quantitative research or trading environment.
  • Proven ability to embed LLM-driven tools into quantitative research pipelines — whether for automating analysis, accelerating model development, or extracting insights from unstructured financial data.
  • Self-motivated and intellectually independent, with a track record of identifying research opportunities, taking ownership of open-ended problems, and delivering results with minimal oversight.
  • Curious and rigorous analytical thinker who challenges conventional assumptions, synthesizes ideas across domains, and translates original research into practical, high-impact trading tools.
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