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 firstname.lastname@example.org.