BO
Programme
Internship
Location
Hong Kong
Duration
10 weeks
Deadline
2026-09-30
About the role
Join Bank of America's Quantitative Strategies Group as a Summer Associate in Hong Kong. This 10-week internship offers hands-on experience building quantitative models for pricing and risk management, with potential for full-time conversion in 2028.
Candidate Requirements
- Penultimate year Master's or PhD student with strong academic record
- Background in Mathematics, Engineering, Physics, or Computer Science
- Strong programming skills in Python, Java, C#, or C++
- Exposure to AI, machine learning, and database skills (KDB/q advantageous)
- Commercial mindset with interest in financial markets and quantitative finance
- Fluency in English; additional Asian language proficiency advantageous
Role Responsibilities
- Build quantitative models for pricing and risk management
- Collaborate with technology to implement and maintain models
- Apply new technologies to improve business efficiency
- Work with trading, sales, and technology teams to optimize client experience
- Drive initiatives and products in electronic trading space
Team Placement and Focus Areas
- Placement based on business needs and candidate skills/interests
- Teams include Flow Derivatives, Exotic Derivatives, Electronic & Algorithmic Trading, Index Financing, Delta One, Rates, and eFX Strats
- Responsibilities may include product/model development, risk/PL analysis, quantitative tool development
- Investigate hedging strategies and costs
- Conduct electronic trading analysis such as portfolio optimization and transaction costs
Program Details
- 10-week summer program with orientation and firm induction
- Assignments mirror full-time responsibilities with goal-setting and reviews
- Access to learning hub with banking fundamentals and communication skills
- Structured on-the-job training and networking opportunities
- Speaker series with senior management and CSR projects
- Consideration for full-time employment upon graduation