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.