Internship: Global Treasury - XVA Management [Dec 2020 to Jun 2021]

Recruiter
OCBC Bank
Location
Singapore, Singapore
Salary
Competitive salary
Posted
03 Mar 2021
Closes
23 Mar 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

  • Independent study to identify explanatory variables for modelling.
  • Analyse customer CVA portfolio to identify key characteristics etc.
Qualifications

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

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