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2020 APAC Summer Intern Programme - Quant Research

The Programme

BNP Paribas offers you an exciting career in an international business environment that is fast-paced, diverse and focuses on creating high-value relationships with our clients. We offer competitive salary and benefits, as well as a working environment where you’re valued as part of the team.

The APAC Summer Internship Programme is a comprehensive 10 week programme (between May/June and July/August 2020) designed to equip penultimate year students with the financial and individual competencies to potentially embark on a successful career within the BNP Paribas Group. This opportunity includes a firm wide orientation, lunch-and-learn series, networking events and on- the- job learning from our experienced managers and highly experienced team members.

The Global Market Quantitative Research team provides cutting-edge pricing and risk management solutions to traders, marketers and risk managers based on innovative mathematical, statistical and technological research.

The summer intern will be exposed to a leading financial engineering platform and develop fundamental knowledge about flow rates products and models. Based on such knowledge they will work on one of our research initiatives and complete a challenging project.

What You Will Do

Direct Responsibilities:

  • Research and implement yield curve models that accurately capture market dynamics.
  • Analyze historical time series and back-test hedging and relative value strategies.

Contributing Responsibilities:

  • Develop tools to enhance the flow rates pricing and risk management platform.
  • Contribute to the industrialization and digitalization of workflows and systems.

Required Skills and Abilities

  • Students who are in the penultimate year of their degree and plan to graduate in 2012/2021 from all areas of disciplines are most welcome to apply.
  • Second upper and above (ie GPA 3.3/4).
  • Strong knowledge of applied mathematics; stochastic calculus and numerical analysis is a plus.
  • Proficiency in data manipulation and time series analysis; experience in arbitrage strategies is a plus.
  • Solid, hands-on programming skills (Python, C++, C#, or other languages).
  • Good knowledge of quantitative finance, especially in yield curve modelling.
  • Takes initiative and is results driven.
  • Strong decision making and analytical skills.
  • Act with integrity.
  • Ability to manage change and complexity with confidence.
  • Strong team player.
  • Client focused and commercial thinking.
  • Excellent interpersonal and communication skills.
  • Self-motivated and genuine interest in Banking and Finance.
  • Proficiency in Microsoft office (MS Word, Excel & Powerpoint) * Strong excel (VBA ) knowledge with ability to develop macros and pivot tables to enable the automation of management reports and analytics.
  • Prior related internship within the banking industry is an advantage.
Closed 2 months ago
Closed 2 months ago
  • Job type:Internships
  • Citizenships:

  • Locations:

    Hong Kong (Hong

    ...
  • Closing Date:14th Jan 2020, 6:00 pm

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