
Quantitative Modelling Internship Opportunity
1 week ago
Job Summary:
This internship position offers a chance to develop skills in quantitative modelling, risk management, and actuarial sciences. The ideal candidate will have 0-2 years of experience in these areas.
Key Responsibilities:
- Collaborate with engagement teams to deliver functionalities related to asset liability management, interest rate risk, behavioural modelling, and Pillar 1 risks.
- Create Python and Excel models for risk analysis and assist with client user acceptance testing.
- Develop end-to-end functionalities for macro-economic factors and market prices.
- Validate cashflow, valuation, and sensitivity models using Excel or Python.
- Develop project execution and product collaterals.
Requirements:
- Graduate degree in a relevant field such as mathematics, statistics, or economics.
- Proficiency in Python, Advanced Excel, and PowerPoint.
- Knowledge of banking risks, quantification, and Basel accord on banking risk management.
- Statistical, econometrics, and time series analysis skills.
Selection Process:
- Interviews: 2-3 rounds.
- Final discussion on career development and growth opportunities.
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