Quant jobs / OCBC

Internship: Group Risk Management, Group Market Risk Management, Analytics [Jan to May 2027]

OCBC’s market-risk analytics internship applies statistical and machine-learning tools to risk questions. The intern supports model development, evaluation and data analysis with quantitative analysts.

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.

Prepare and analyse large risk datasets
Prototype and test analytical or machine-learning models
Evaluate model performance and refine methods
Explain findings to risk and technology teams

What they ask for

Required

Python
Data analysis
Machine-learning fundamentals
Quantitative problem-solving
Current quantitative university study
Team communication

Preferred

Derivative pricing concepts

Education: Current undergraduate or postgraduate study in a quantitative or technical discipline.
Experience: January–May 2027 student internship.
Languages and tools: Python
Markets: multi-asset

How to prepare

Build a small risk-modelling experiment with held-out evaluation
Compare a simple baseline with a machine-learning model
Explain uncertainty and data limitations in a risk report

What to study

The Risk 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.