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 Prepayment Modeling
Credit Derivatives Strategy
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.