Quantitative Risk Analyst Intern

Location : St. Louis MO 

City : Chesterfield 

State : Missouri (US-MO) 

Country : United States (US) 

Requisition Number : 31620 

Program Overview:                                   
Do you want to work for an industry leader?                                    
Do you want to work in a global team environment?                                    
Are you motivated to learn with a strong intellectual curiosity?                                    
Collaborative, team oriented with a focus on achieving results – does this describe you?                                    
                                    
Our 12 weeks long Bunge Summer Internship program provides:                                    
A developmental experience through structured learning goals, combining soft skills training, hands-on projects, and Bunge knowledge.                                    
Comprehensive understanding of our business through assignments with specific goals and deliverables.                                    
Networking opportunities with our leaders through Lunch and Learn Series.                                    
                                    
We aim to grow your career and focus in multiple Corporate and Commercial functions.                                     
                                    
Position Summary                                    
The role will contribute to the production of key risk measures and analytics including exposure reporting, performance reporting, VaR, stress modelling, scenario analysis and the overall development of Corporate Risk’s market and credit risk metrics.                                                              
Major Opportunities and Decisions include:                                    
•       Work with Senior Manager, Analytics and other team members to ensure accurate analysis and reporting of market risk exposures                                    
•       Play an integral role in the development and management of daily system processes                                    
•       Play an integral role in the development of the SAS risk analytical engine                                    
•       Play an integral role in the improvement/development of risk metrics and reporting                                    
•       Work with key trading staff to ensure accurate valuations/price mappings of all commodity exposures                                     
•       Work with key quantitative staff to improve the added value of the global risk and performance metrics                                     
•       Working across a large array of commodities and markets (physical and derivative)                                    
•       Build working relationships with front office traders and senior staff                                    
•       Build visualization tool, develop exception reports and perform analysis in support of Enterprise Risk Management project and Exchange Traded Management account management policy implementation                                    
                                    
Core Functions                                    
·       Analyze code, test, debug, and document programming to satisfy Corporate Risk requirements                                    
·       Build and enhance Quantitative Risk models as directed by supervisor.                                    
·       Ensure the flawless production of risk metrics and market risk reports in a timely manner.  Ensure that deadlines are met                                    
·       Ensure processes and reporting accurately reflects the level of risk in the portfolio and captures all known exposures. Enhance/modify the risk metrics and visualization as directed by supervisor                                    
·       Analyze the trends in the risk metrics to identify drivers and to ensure quality control of output                                    
                                                                                                          
Skills/Experience Requirements:                                     
·       Advanced degree in Financial Engineer/Mathematics/Statistics or equivalent experience

·       Experience in computer programming, SQL, and Tableau visualization tool                                    
·       Knowledge in option pricing, stochastic process, machine learning                                    
·       Excellent communications and presentation skills.                                      
·       The successful applicant should have strong technical know-how and is a result-oriented team player.  with demonstrated ability to lead discussions and take initiatives