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
- Research and implement yield curve models that accurately capture market dynamics.
- Analyze historical time series and back-test hedging and relative value strategies.
- 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.
- Job type:Internships
Hong Kong (Hong...
- Closing Date:14th Jan 2020, 6:00 pm