Internship Program

Sponsoring an MFE intern allows you to see how a potential employment candidate performs at your company. Our program is designed to accommodate an internship anytime throughout the year.

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 Prepayment Modeling
• Developing a Credit Derivatives Strategy

If you have a project that could use the work of a graduate student intern, please contact Jacob Gallice at (510) 388-0955 or jgallice@berkeley.edu.