What are the responsibilities and job description for the Quantitative Market Risk Analyst Intern position at Bunge?
Location : St. Louis MO
City : Chesterfield
State : Missouri (US-MO)
Country : United States (US)
Requisition Number : 38326
A Day in the Life:
The role will contribute to the production of key risk measures and analytics including position reporting, VaR analysis and reporting, macroeconomic analysis, and liquidity analysis. The role will also contribute to risk modelling and analytics for Corporate Risk’s market and credit risk metrics in SAS Viya and Python. This is an on-site, full-time intern.
What You'll Be Doing:
Bunge is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, gender expression, transgender status, national origin, citizenship, age, disability or military or veteran status, or any other legally protected status. Bunge is an Equal Opportunity Employer. Minorities/Women/Veterans/Disabled
City : Chesterfield
State : Missouri (US-MO)
Country : United States (US)
Requisition Number : 38326
A Day in the Life:
The role will contribute to the production of key risk measures and analytics including position reporting, VaR analysis and reporting, macroeconomic analysis, and liquidity analysis. The role will also contribute to risk modelling and analytics for Corporate Risk’s market and credit risk metrics in SAS Viya and Python. This is an on-site, full-time intern.
What You'll Be Doing:
- Work with Manager, Quantitative Risk and other team members to ensure accurate analysis and reporting of market risk exposures;
- Act as the key steward and owner of the global VaR reporting and analysis process, work with VC risk managers to understand the drivers of changes in VaR;
- Design, perform, update and present macro and liquidity risk analysis;
- Provide analytical support and maintenance of flash PnL model in Python;
- Play an integral role in the reporting and analysis for SRU value chain;
- Assist in the performance enhancement of risk data sources in Tableau Server.
- Work with key quantitative staff to improve the added value of the global risk and performance metrics;
- Assist in the development of the SAS risk analytical engine and other analytical toolbox;
- Assist in the development and management of daily system processes;
- Working across a large array of commodities and markets (physical and derivative);
- Build working relationships with front office traders and senior staff;
- Advanced degree (master level or above) in Financial Engineer/Mathematics/Statistics
- December 2024 graduates preferred
- At least one year of experience in ag/commodity industry
- Experience in computer programming languages including SAS, Python, SQL, and Tableau visualization tool.
- Knowledge in option pricing, stochastic process, machine learning.
- Excellent communications and presentation skills.
- Strong technical know-how and is a result-oriented team player with demonstrated ability to lead discussions and take initiatives.
- Ability to work under pressure, multi-task, shift priorities in short notice and meet tight deadlines.
Bunge is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, gender expression, transgender status, national origin, citizenship, age, disability or military or veteran status, or any other legally protected status. Bunge is an Equal Opportunity Employer. Minorities/Women/Veterans/Disabled