Quant jobs / OCBC

Internship – Global Markets, Cross Asset Structuring (Jan–Jun 2027)

A six-month internship on a bank's cross-asset structuring desk, which designs and prices tailored investment products. You support pricing, risk reporting and automation.

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.

Run daily pricing and risk reports for the structuring desk
Build P&L and risk dashboards
Automate pricing and idea generation using VBA and Python
Help improve in-house structured product pricing systems

What they ask for

Required

VBA and Python
Interest in structured products and quant analysis
Working with large data sets
Problem-solving
Communication
Currently studying for a degree

Preferred

Statistics or quantitative modelling
C# or other languages

Education: Currently studying for an undergraduate or postgraduate degree
Experience: Students; no prior experience required
Languages and tools: Python
VBA
C#
Markets: multi-asset

How to prepare

Price an autocallable or a simple structured note with Monte Carlo in Python
Automate a pricing report with Python and Excel (VBA) and build a risk dashboard
Learn how structured products are built: payoffs, barriers, coupons and hedging
Study the Greeks and how a desk monitors risk through a trading day

What to study

The Derivatives Pricing 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.