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Preparation and Making the most of my internship

nyac

nyac

Joined
2/13/21
Messages
2
Points
11
Hey!
I'm a first year FE student studying in the US with no prior work ex. I will be working with a BB as a Quant Analyst at their Mortgage trading desk this summer. I was vaguely told my work will revolve around pricing and risk management of the desk. I'm reaching out to understand how I can prepare for this job. Also, do you have any advice on how I can make the most out of my internship and full-time (hopefully, it's extended).
 
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Make the best impression you can during your internship. You said pricing and risk management so I guess that would include running simulation/VaR calculation. You can reach out to see what tech stack that desk will be using so you can get ready to contribute on day one. I would imagine Python, VBA/Excel and nothing like hardcore C++.
We have a goldmine of risk management resource here. Read up on mortgage products.
quantnet.com

Risk Management Resources

Risk management related materials
quantnet.com quantnet.com
You have to start somewhere and a role as QA intern on a trading desk is as good as any. This is where you make your impression and get to network.
Best of luck and let us know if you need anything.
 
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