Internship Program

Sponsoring an MFE intern allows you to see how a potential employment candidate performs at your company. Our internship program runs in the fall from mid-October to mid-January.

During this 10-12-week break from classes, students are encouraged to complete a challenging project in quantitative finance. Past student internships have included building and testing financial models, conducting statistical research, and evaluating portfolio risk.

Sample MFE Projects

  • Valuation of collateralized debt obligations (CDOs)
  • Determining credit ratings using option- adjusted spreads
  • Default pricing and hedging of convertible bonds and other risky debt
  • Hedging foreign exchange risk for multinational companies
  • Performing swap-rate analysis and interest rate simulations
  • Creating real options applications to evaluate intellectual property
  • Evaluating risk in principal protected funds, including funds of hedge funds
  • Researching ways to minimize taxes in the intra-company funds transfer process
  • Preparing and coding alpha/risk sector models for banking, utilities, and insurance sectors
  • Mortgage Strategy
  • Mortgage Prepayment Modeling
  • Credit Derivatives Strategy
  • Credit Modeling
  • Foreign Exchange
  • Multi-Asset Quant

If you have a project that could use the work of a graduate student intern, please contact Linda Kreitzman at (510) 643-4329 or mfe-recruiting@haas.berkeley.edu.

ramirez-german@2x

German Ramirez

MFE 18

Quantitative Research Analyst
PIMCO
Newport Beach, CA

"During my internship, I did a research project on aspects of the stock/bond relationship, working with some of my PIMCO managers. We drafted a paper using our research that was  published by the Journal of Portfolio Management. And it has been used in many discussions with clients over 2018. I am very proud of that accomplishment."