BO
Programme
Internship
Location
Paris
About the role
Join Bank of America’s cross-asset quantitative investment strategy team in Paris as a 2027 off-cycle analyst. You will research derivatives and systematic strategies, use datasets and back-testing infrastructure, stress-test empirical findings, and present results while collaborating with global quantitative research and client solutions teams.
Role and Team
- Learn about derivatives, volatility strategies, and quantitatively driven systematic investing across asset classes.
- Collaborate with global quantitative research teams and cross-asset client solutions teams in Equities and FICC.
Responsibilities
- Support team projects using diverse datasets and developing or applying back-testing infrastructure.
- Contribute to strategy development and the team’s regular volatility publication workflow.
- Present findings to research teams and stakeholders, explaining, defending, and challenging complex results.
Recruitment and Progression
- Applications are reviewed on a rolling basis, with assessments potentially beginning before the application deadline.
- Successful interns may receive full-time offers starting in July 2028, or January or April for some businesses.
- Candidates receiving offers must join on the specified start date; deferrals are unavailable.