Quant jobs / OCBC

Internship: Group Risk Management, Group Market Risk Management, Risk Control & Analysis [Jan to May 2027]

OCBC’s market-risk control internship analyses trading exposures and sensitivities. The intern helps explain risk movements and improve reporting and monitoring processes.

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 review daily risk reports
Analyse changes in market sensitivities
Track risk-limit exceptions and escalation material
Build visual reports and streamline analytical workflows

What they ask for

Required

Current university study
Rates or credit derivative sensitivities
Large-dataset analysis
Quantitative reasoning
Clear communication
Attention to detail

Preferred

VBA, Python or Power BI

Education: Current undergraduate or postgraduate student; no subject restriction is stated.
Experience: January–May 2027 internship.
Languages and tools: VBA
Python
Power BI
Markets: fixed-income, credit, options

How to prepare

Explain a portfolio risk change using sensitivity data
Build a simple derivative-scenario analysis
Design a risk-limit report with checked inputs

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.