Internship: Global Treasury - XVA Management [Dec 2020 to Jun 2021]
- Recruiter
- OCBC Bank
- Location
- Singapore, Singapore
- Salary
- Competitive salary
- Posted
- 20 Jan 2021
- Closes
- 26 Jan 2021
- Ref
- 200001NA
- Job role
- Treasury
- Experience level
- Entry level, Internship
Job Description
Job Description:
Analysis & modelling
Analysis (regression) & modelling of:
1.Counterparty credit spread movements.
2.Credit sector spread movements.
3.Interest rate movements.
Testing for IR hedging models.
Research and Analysis
Requirements
Preferred Course of Study:
Job Description:
Analysis & modelling
Analysis (regression) & modelling of:
1.Counterparty credit spread movements.
2.Credit sector spread movements.
3.Interest rate movements.
Testing for IR hedging models.
Research and Analysis
- Independent study to identify explanatory variables for modelling.
- Analyse customer CVA portfolio to identify key characteristics etc.
Requirements
- Background in Statistics/Econometrics.
- Basic modelling.
- MS Office + VBA/macros.
- Knowledge in programming languages such as Python, R or C/C++.
Preferred Course of Study:
- Bachelors in Business/Finance/Accounting/Economics/Computing/ComputerEngineering