A cutting-edge internship opportunity for PhD and Masters students in Quantitative Finance at HSBC, focusing on advanced analytical projects in derivatives modeling, financial engineering, and machine learning within Global Markets.
Interns will work closely with senior leaders to solve complex client-focused challenges, contributing to high-impact projects in areas like derivatives modeling, financial products engineering, credit analysis, algorithmic trading, and data science.
Candidates must be completing or have recently finished a PhD or Advanced Masters in mathematics, computer science, engineering, or quantitative finance. Strong mathematical techniques, independent research capabilities, coding skills, and analytical thinking are essential. Candidates should demonstrate research commitment, team collaboration, and the ability to communicate complex technical concepts effectively.
HSBC offers a comprehensive learning experience, providing opportunities to develop technical skills in Python and other programming languages, advance data analysis capabilities, and gain deep insights into financial markets. The internship includes networking events, skill development workshops, and potential pathways to full-time employment in Quantitative Finance.
