BH
Programme
Internship
Location
Geneva
Deadline
2027-04-30
About the role
A Geneva summer internship for penultimate-year STEM students interested in quantitative analysis, machine learning, and global macro trading. Interns work directly with portfolio managers and quants to build data pipelines, models, trading signals, AI-powered tools, and analytics used across research, trading, and risk management.
Responsibilities
- Build data pipelines, analyse data, develop models and trading signals, and support portfolio-manager decision-making.
- Integrate AI into analytical systems and develop tools using large language models and agent workflows.
- Contribute to the analytics library used by quants and portfolio managers for research, trading, and risk management.
Training and Support
- Complete one week of training covering financial markets, macroeconomics, asset classes, trading strategies, risk management, AI, and large language models.
- Receive mentoring, attend key talks, and participate in social events and professional engagements.
Requirements
- Be a penultimate-year undergraduate or master's student studying mathematics, physics, computer science, quantitative subjects, or another STEM field.
- Demonstrate solid coding skills and an interest in machine learning and artificial intelligence.
- Explain fundamental machine-learning and artificial-intelligence concepts clearly.
- Have good written and verbal communication skills in English.
- Finance or trading knowledge is beneficial but not required.
Progression
- Top-performing interns may be considered for the following year's Graduate Program.
- Longer-term career paths include analyst, quantitative, and portfolio-manager roles.