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 mfe-recruiting@berkeley.edu.
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."
German Ramirez, MFE 18
Quantitative Research Analyst, PIMCO
Newport Beach, California