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Portfolio Risk Management Internship Jobs (NOW HIRING)

T Rowe Price

2026 Risk Management Internship

Owings Mills, MD · Hybrid

$38.10K - $46.20K/yr

Within this role, the intern will apply knowledge to improve risk management and develop an ... Rowe Price internship program includes a formal orientation, peer and senior mentor assignments ...

Bmo

Data Scientist / Portfolio Risk Manager

Chicago, IL · On-site

$74K - $138K/yr

Portfolio Risk Management/Data Analysis (20%) * Supporting growth and solve real business problems ... by applying customized business analysis or a variety of predicative modeling techniques, portfolio ...

Flex

Portfolio Risk Analytics Lead

The Portfolio Risk Analytics Lead is a key member of the Flex Risk Management Leadership Team (reports to the Chief Risk Officer) who will have the opportunity to take the intelligence engine at Flex ...

Flex

Portfolio Risk Analytics Lead

Concord, NC · Remote

The Portfolio Risk Analytics Lead is a key member of the Flex Risk Management Leadership Team (reports to the Chief Risk Officer) who will have the opportunity to take the intelligence engine at Flex ...

Northern Bank

Portfolio Manager

Woburn, MA · On-site

$70K - $95K/yr

Participate in ongoing process improvement and portfolio risk management initiatives. * Leverage productivity, analytical, and automation/AI-enabled tools to improve efficiency, consistency, and ...

Northern Bank

Portfolio Manager

Woburn, MA · On-site

$70K - $95K/yr

Participate in ongoing process improvement and portfolio risk management initiatives. * Leverage productivity, analytical, and automation/AI‑enabled tools to improve efficiency, consistency, and ...

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How much do portfolio risk management internship jobs pay per month?

As of May 28, 2026, the average monthly pay for portfolio risk management internship in the United States is $6,439.50, according to ZipRecruiter salary data. Most workers in this role earn between $4,416.67 and $7,666.67 per month, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as a Portfolio Risk Management Intern, and why are they important?

To thrive as a Portfolio Risk Management Intern, you need strong quantitative analysis skills, a background in finance or economics, and proficiency in data interpretation. Familiarity with risk management software, Excel, and statistical tools such as Python or R is highly valued, along with coursework or certifications in risk or investment management. Attention to detail, problem-solving abilities, and effective communication are important soft skills for collaborating with teams and presenting findings. These skills ensure accurate risk assessment, informed decision-making, and valuable support to the portfolio management process.

What types of projects and responsibilities can I expect during a Portfolio Risk Management Internship?

As a Portfolio Risk Management intern, you can expect to assist with analyzing financial data, identifying potential risks to investment portfolios, and supporting the development of risk mitigation strategies. Interns often work closely with senior analysts and portfolio managers, using quantitative tools to assess market and credit risk exposures. You may also help prepare risk reports and participate in meetings where findings are discussed. This hands-on experience offers valuable insight into how risk management decisions are made within investment teams.

What is a Portfolio Risk Management Internship?

A Portfolio Risk Management Internship is a temporary position, often for students or recent graduates, focused on supporting the risk management activities of an investment portfolio. Interns typically assist in analyzing financial data, identifying potential risks, and helping develop strategies to mitigate those risks within a portfolio of assets. This role provides hands-on experience with risk assessment tools, exposure to financial markets, and insights into how investment decisions are made. Interns may work closely with portfolio managers, analysts, and risk professionals to understand and manage the balance between risk and return.

What is the difference between Portfolio Risk Management Internship vs Portfolio Risk Analyst?

AspectPortfolio Risk Management InternshipPortfolio Risk Analyst
CredentialsTypically pursuing or recent graduate, some finance or risk-related courseworkBachelor's or master's in finance, economics, or related field; relevant certifications preferred
Work EnvironmentInternship setting, supervised, entry-level tasksFull-time professional role, responsible for analyzing and managing risk
Employer & IndustryFinancial firms, asset managers, banksFinancial institutions, investment firms, asset management companies
Search & Comparison IntentEntry-level, internship opportunities, learning rolesFull-time career positions, risk analysis roles

The main difference is that a Portfolio Risk Management Internship is an entry-level, temporary position designed for students or recent graduates gaining exposure to risk management. In contrast, a Portfolio Risk Analyst is a full-time professional responsible for ongoing risk assessment and management within financial firms. Internships often serve as a stepping stone toward a full analyst role.

More about Portfolio Risk Management Internship jobs
What cities are hiring for Portfolio Risk Management Internship jobs? Cities with the most Portfolio Risk Management Internship job openings:
What are the most commonly searched types of Portfolio Risk Management jobs? The most popular types of Portfolio Risk Management jobs are:
What states have the most Portfolio Risk Management Internship jobs? States with the most job openings for Portfolio Risk Management Internship jobs include:
What job categories do people searching Portfolio Risk Management Internship jobs look for? The top searched job categories for Portfolio Risk Management Internship jobs are:
Portfolio Risk Management Internship jobs near you
Infographic showing various Portfolio Risk Management Internship job openings in the United States as of May 2026, with employment types broken down into 7% As Needed, 58% Full Time, 7% Part Time, 7% Temporary, and 21% Contract. Highlights an 19% Physical, and 81% Remote job distribution, with an average salary of $77,274 per year, or $37.2 per hour.

Risk Manager, Convertible Bond

Millennium Management Corp

Manhattan, NY

Full-time

Posted 5 days ago

Millennium Management rating

7.7

Company rating: 7.7 out of 10

Based on 11 frontline employees who took The Breakroom Quiz

Job description

Risk Manager, Convertible Bond
The Firm seeks a Risk Manager to join its Risk Management team in New York. The successful candidate will oversee the independent risk management of convertible bond portfolios in the United States, Europe, and Asia.
Primary responsibilities include:

  • Own independent risk oversight: Oversee global convertible bond portfolios, with a clear view of exposures across delta, gamma, vega, credit spread, rates, borrow, financing, liquidity, and correlation.
  • Analyze P&L and risk: Analyze risk drivers, P&L attribution, hedging efficiency, scenario behavior, and tail outcomes.
  • Develop and oversee risk guidelines: Establish guidelines for portfolio construction, concentration, liquidity, gap risk, financing, and drawdown. Ensure mandates are defined, scalable, and consistently observed.
  • Review trade and portfolio construction: Review positions with close attention to bond terms, embedded optionality, capital structure, stock borrow, dividends, corporate actions, financing assumptions, and event risk. Assess both directional and relative-value risk.
  • Review portfolio risk: Work closely with portfolio managers to assess positions where risk may be mispriced, crowded, imperfectly hedged, or less aligned with mandate, liquidity, or market regime.
  • Evaluate portfolio manager candidates: Assess prospective Portfolio Manager candidates by testing the strength of their process, risk discipline, hedging approach, portfolio construction, and historical returns.
  • Improve risk infrastructure: Enhance the Firm's models, systems, and reporting for convertible bond risk. Work with quantitative researchers and technologists to improve valuation, stress testing, exposure decomposition, and real-time reporting.
  • Communicate with precision: Present key exposures, stress results, and changes in market structure clearly to senior leadership and investment teams.
  • Monitor global market developments: Track issuance, liquidity, market structure, and regional differences in the U.S., Europe, and Asia that may affect risk-taking and portfolio construction.
Required Qualifications & Skills
Experience
  • At least eight years of experience in risk management, trading, structuring, or desk strategy, with significant exposure to convertible bonds, equity-linked products, or relative-value strategies.
  • Deep knowledge of convertible bonds and their key risk drivers, including equity sensitivity, credit spread risk, volatility, rates, dividend assumptions, borrow cost, financing, and liquidity.
  • Strong understanding of how convertible bonds interact with related instruments, including cash equities, listed and OTC equity derivatives, corporate bonds, CDS, and capital-structure hedges.
  • Demonstrated ability to oversee day-to-day portfolio risk while leading complex strategic projects.
  • Experience in trading, structuring, or portfolio construction is highly desirable, though this is a dedicated risk management role.
  • Experience across U.S., European, and Asian convertible markets is strongly preferred.
Skills & Knowledge
  • Quantitative and programming skills: Strong quantitative and programming skills, including Python and SQL, for data analysis, model development, and automation.
  • Valuation and risk modeling: Strong understanding of derivative pricing, asset pricing, financial econometrics, and risk techniques relevant to convertible bonds and equity-linked products.
  • Market judgment: Sound judgment in assessing portfolio risk under normal and stressed conditions, including gap risk, short squeezes, credit events, volatility shocks, and liquidity deterioration.
  • Communication: Excellent written and verbal communication skills, with the ability to build effective relationships with portfolio managers, traders, quantitative researchers, and senior stakeholders.
Education
  • A degree in a quantitative discipline, such as Finance, Economics, Engineering, Mathematics, or Computer Science.
  • A graduate degree is strongly preferred.

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