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, 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

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First Person
Heng Lu
Heng Lu
MFE 13

Full time:
Financial Engineer
Ameriprise Financial
New York, New York

Standard and Poor's
New York, New York

"As part of the program, we are encouraged to explore different opportunities and innovative practices for future career development. We have been able to share the experience with alumni and other practitioners, and learn about their distinct paths in the industry."