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2015 Summer Intern Program, Portfolio Valuations – NYC

24 October 2014




2015 Summer Intern Program, Portfolio Valuations – NYC 





What is Portfolio Valuations?
Portfolio Valuations (or PV as it is often referred to) is a multi-contributor validated, fully hosted service that provides independent post-trade OTC derivative valuations to buy-side firms.

The service differentiates itself through Its extensive cross-asset dataset encompassing vanilla and exotic derivatives that is used to calibrate and validate its pricing models.

Markit employs established valuation methodologies and quantitative techniques with industry standard models that incorporate all of that data available described above.
What might you do?
Typically an intern will be asked to complete two or three short projects which involve data analysis and numerical testing of pricing and valuation models. In addition, you will get involved in day-to-day tasks such as running client valuations which will provide you with the exposure to the end to end trade valuation process including an understanding of client trades, underlying market data, valuation methodologies and quality checks. Interns can expect to learn about derivative markets and pricing, as well as the Portfolio Valuations business.

Who are we looking for?
To be successful within Portfolio Valuations interns will excel at Mathematics and are likely to be pursuing a quantitative degree at University. Strong analytical, numerical and communication skills are essential. Experience with Excel/VBA, knowledge of derivative markets or fluency in a foreign language (e.g. French, German) would also be useful.

Our application and selection process runs continuously from September. We therefore advise that you apply early as our application process will close once our programme is full.


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