Graduate School Co-op Intern- Risk Job

Graduate School Co-op Intern- Risk (Job Number: 1314856)

Description

This position is responsible for developing and maintaining risk models for quantifying various types of financial risks (such as operational risk, credit risk, market risk and interest rate risk) inherent in the Corporation's business activities and processes. These models calculate values at risk or economic capitals, using methodologies that are theoretically sound, with modeling choices, assumptions and parameters that are justifiable and supportable. The incumbent ensures that model development, implementation, data input, reporting, documentation and maintenance use best practices, adhere to consistency and quality standards, and follow the guidance of corporate policies and procedures and requirements.
Qualifications

The qualified individual should be enrolled in a graduate degree program and must have a minimum QPA of 3.0. He/She will possess strong leadership, analytical, and problem solving skills. Strong communication and organizational skills is a must. He/She should be able to work in a team environment as well as work independently and be computer proficient. The incumbent will have an Undergraduate degree and be enrolled in a MBA or Graduate level program. It is preferred that the incumbents have previous internship (summer or Co-operative Education) experience.

Preferences Include:

Should be enrolled in a program in a quantitative field (e.g., mathematics, statistics, physics, computational finance). Must have experience in numerical analysis and computational methods using programming languages (such as MATLAB, SAS, C/C++, C#, Java, FORTRAN) and mathematical/statistical software packages. Must be extremely focused, detail oriented and highly productive. The incumbent must have excellent scientific and technical documentation and presentation skills, and must be a quick learner and team player.

Primary Location: Pittsburgh, PA, US
Internal Jobcode: 05568
Job: Audit/Compliance/Risk
Organization: Risk-HR06016

October 12, 2013 • Tags: , • Posted in: Financial

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