Summer Internship - Quantitative Analysis

BBVA

London, United Kingdom
On-site
Python programming skills
Strong quantitative background
Full summer availability required
This role serves as a strategic bridge between quantitative innovation and practical application within Global Markets

Job Summary

  • This role serves as a strategic bridge between quantitative innovation and practical application within Global Markets.
  • Interns will research new modeling methodologies for Interest Rate and Credit products while developing tools for model testing and calibration.
  • The team provides deep exposure to Interest Rate models like LGM, QGM, and SABR alongside real-world interaction with Trading and Risk teams.

Matching Summary

This role serves as a strategic bridge between quantitative innovation and practical application within Global Markets.

Skills & Requirements

Must-have

  • Python programming skills
  • Strong quantitative background
  • Full summer availability required

Nice-to-have

  • Knowledge of derivatives pricing
  • Experience with C++ programming
  • Interest in Fixed Income markets

Key Requirements

  • Undergraduate or Master's student in STEM fields
  • EU/Spanish Citizenship or valid Right to Work
  • Solid understanding of Probability and Stochastic Processes

Work Rights

Must have EU/Spanish Citizenship or valid Right to Work

Tailored Resume

Cover Letter