The bank for a changing world

We are looking for

2020 APAC Summer Intern Programme - Quant Research

Apply REF: GLO002761

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 17,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.
Worldwide, BNP Paribas has a presence in 73 markets with more than 196,000 employees. It has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.

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.

* excluding partnerships

Position Purpose


The APAC Summer Internship Programme is a comprehensive 10 week programme (between May/June to 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 senior 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.




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

Technical & Behavioral Competencies

- 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

Technical Skills:

Students who are in the penultimate year of their degree and plan to graduate in 2020/2021 from all areas of disciplines are most welcome to apply. Applications will be reviewed on a rolling basis.

• Second upper and above (ie GPA 3.3/4)
• 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 & Power point) * Strong excel  (VBA ) knowledge  with ability to develop macros and pivot tables to enable automation of management reports and analytics
• Prior related internship within the banking industry is an advantage

Primary Location: HK-Hong Kong (HK)-Hong KongJob Type: InternshipJob: MISCELLANEOUSEducation Level: Bachelor Degree or equivalent (>= 3 years)Experience Level: Beginner Behavioural competency: Attention to detail / rigor, Creativity & Innovation / Problem solving, Critical thinkingTransversal competency: Analytical Ability