Quant jobs / OCBC

Intern, Group Market Risk – Asset Liability Management (Jan–May 2027)

A five-month internship in the asset liability management team of a bank's market risk function, supporting liquidity and interest rate risk in the banking book. You would help maintain behavioural models of customer deposits and loans.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Update and monitor behavioural models for customer and product portfolios
Analyse trends in deposit and loan behaviour with Python
Help review model assumptions and outputs as part of validation
Test ALM system changes and parameter updates
Draft risk analyses and slides for the team

What they ask for

Required

Python
Statistical analysis and modelling
Working with large datasets
Quantitative and analytical skills
Interest in banking and risk
Currently studying for a degree

Education: Currently studying for an undergraduate or postgraduate degree
Experience: Students; no prior experience stated
Languages and tools: Python
Markets: fixed-income

How to prepare

Learn interest rate risk in the banking book: repricing gaps, NII and EVE sensitivity
Understand liquidity ratios such as LCR and NSFR and how deposit behaviour drives them
Fit a simple deposit-runoff or prepayment model in Python on synthetic data
Practise time-series analysis and back-testing of a behavioural model
Automate a data-cleaning and reporting workflow with pandas

What to study

The Treasury and ALM Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on OCBC’s site before applying: requirements, location and pay can change after we check them.

View the posting on OCBC’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with OCBC and doesn’t handle applications.