Purpose of Job

Under the supervision of the Principal and/or Associate Director, Quantitative Risk Analytics (QRA), the prospective intern will focus on specific quantitative risk modelling and development projects. The intern will be responsible for the automation of some of the team’s credit and market risks processes and will participate in the implementation of the in-house Quantitative Risk Engine (QRE).

The internship provides hands-on exposure to quantitative risk management activities across market, credit and liquidity risk disciplines. Depending on business priorities and individual performance, the intern may support the production of risk measures, development of risk analytics, process automation initiatives and implementation of quantitative methodologies used by the Bank.

No prior professional experience is required; however, candidates are expected to demonstrate strong quantitative and programming skills in a risk modelling conte...