Quantitative Risk Intern

*NOTE* - this position is located onsite at Viterra's Corporate Headquarters in Omaha, NE.

Job Summary:

As a Quantitative Risk Intern, you will develop, analyze, support, and improve a variety risk models for the Quantitative Risk Desk. In addition, you'll provide ad hoc analysis for the Market and Credit Risk teams.

Essential Job Functions:

• Perform statistical analysis on companies' position and risk
• Support ad-hoc risk reporting and analysis
• Assist in the development of risk metrics, models, and reporting
• Coordinate with various departments responsible for managing activities in the areas of information technology, credit risk, finance, and trade operations to ensure effective trouble shooting and results validation

Other Job Functions:

• Other responsibilities as assigned by Risk Management

Qualifications/Education/Experience/Skills:

• Ability to work and interact well with others
• Working towards a Bachelor's degree in Business, Finance, Economics, Statistics, Mathematics, Data Science, or related field
• Basic understanding of derivative instruments and commodity/financial markets
• Knowledge of a programming language required. Python and SQL preferred
• Detail oriented and strong analytical skills
• Ability to effectively work as part of a fast-paced and highly motivated team
• Strong communications skills, both written and verbal
• Ability to multitask in a fast-paced environment
• Strong proficiency in Excel and other Microsoft applications

Special Demands:

• Must comply with all Gavilon policies, including all COVID-19 protocol
• Must be able to remain in a stationary position 90% of the time
• Position requires operation of a computer and other standard office equipment up to 90% of the time