at UBS
Bulge Bracket Investment BanksPosted 4 days ago
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**Credit Risk Intern** sought to aid in portfolio pricing and risk analysis, driving trading decisions. Duties encompass **spreadsheet tool** development for exposure analysis, **Python**-based market data processing, and creation of **bank pricing libraries**. The role involves **regular reporting** generation, **LaTeX documentation**, test framework establishment, and participation in **scalability & performance design discussions**. Support for **P&L, risk, and OTC products pricing** explanation is also required. This **internship** offers hands-on **credit risk** experience, leveraging **financial technologies** and **Python programming**.
- Compensation
- Not specified
- City
- Not specified
- Country
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Currency: Not specified
Full Job Description
| We are looking for someone who can 1.Participate in the pricing and risk analysis of various portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio. 2.Develop light spreadsheet tools to help traders analyze and monitor their trading exposures. 3.Develop marking tools using market information using Python. 4. Develop library for the bank pricing and booking systems. 5.Develop, generate and validate regular analytic reports for the trading desks. 6.Documentation of theory and implementation (Latex) 7.Provide test and control framework for front to back operational testing / recoverability 8.Participate in technology design discussions for scalability and performance 9.Provide support/tools for explaining P&L, Risk and OTC products pricing. | Show more Fintech Apprentice |
