Summer & Off-cycle Internships
You'll work on a unique business project and witness first-hand how powerful quantitative analysis can be used within a world-class business.
Our highly specialised quantitative modellers and developers are responsible for developing, testing and implementing quantitative models to provide rigorous analysis to our investments teams across the bank.
The team produces work that is academically recognised in industry journals and involve extensive research and portfolio management. Here, you'll be surrounded by top talent and industry experts who'll help you to create opportunities for yourself, clients and the communities we serve. It’s a dynamic, collaborative and supportive environment: you’ll build strong relationships with senior leaders and colleagues alike. It’s also a place where you’ll gain invaluable exposure to real-world problems by working on cutting-edge quantitative challenges.
This highly specialised team of quantitative modellers and developers are responsible for developing, testing, implementing and supporting all quantitative models used for valuation and risk management across all asset classes – as well as valuation adjustments and the capitalisation of market and counterparty risk.
Being able to articulate your ideas is crucial here, as you’ll work closely with business partners to develop models and tools and perform analyses to help guide business decisions, manage risk, formulate and test quantitative strategies, and drive revenue generation and capital utilisation.
Our quants are highly specialised quantitative modellers and developers, responsible for developing, implementing and testing an extensive range of models including scenario generation, operational risk and economic capital models. The team does not only simulate statistical models such as default probabilities and recovery rates, but also forecasts models for revenues and uses machine learning for fraud detection.
In this team you’ll work closely with business partners across the firm to develop models and tools, and perform analyses to help guide business decisions, manage risk, meet regulatory requirements and protect our customers from financial crime.
This team is made up of highly specialised quantitative traders, researchers, developers, data scientists and data engineers. They’re responsible for developing, deploying and running algorithmic trading models and predictive analytics in markets, leveraging the latest methods in data science and applied probability.
They cover all aspects of model deployment. This includes building APIs for unstructured data ingestion and cleaning, feature engineering, signal research and development, and model research and calibration. The team also run live models responding to requests for quotes, trade execution and statistical risk management on the book.
As always, being able to articulate your ideas is key as you’ll work closely with business partners across the firm to develop and deploy models, analytics and tools.
Our quants are strong logical thinkers with a mathematical mindset, and an interest in computer science. They are problem solvers who can program in one or more of our languages (primarily Python, Java, and C++) and are authorities in their area of expertise. Individuals who enjoy writing high performance routines in our hottest loops as well as building mission-critical fault-tolerant processes, will thrive. Strong communication skills and a team-oriented attitude are key in this role, as well as a passion for improving systems.
We offer a wide range of career opportunities to help you think bigger and learn to create smarter solutions. You’ll find an overview of all our roles in QA below, so use our dropdown filters to find the ones that suit you best. Then, just click to find out more or use the star in the bottom left to save your perfect roles to your wishlist for later.