Quant jobs / OCBC

Internship: Group Risk Management, Group Risk Portfolio Management, Portfolio Insights & Validation [Jan to May 2027]

Develop and evaluate generative-AI tools for OCBC’s portfolio risk reporting. The internship connects Python automation with report validation and investment-risk insights.

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.

Prototype AI-assisted portfolio commentary and reporting.
Analyse data and test output accuracy with validation teams.
Improve reporting workflows and research relevant AI methods.

What they ask for

Required

Python
Data analysis
Interest in generative AI
Analytical problem solving
Communication

Education: Currently studying for an undergraduate or postgraduate degree.
Experience: Internship scheduled for January–May 2027; no prior minimum experience stated.
Languages and tools: Python

How to prepare

Prototype portfolio commentary generated from verified risk data.
Build an evaluation set that checks factual accuracy and missing information.
Automate a report with traceable inputs and review controls.

What to study

The NLP and ML Quant Researcher 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.