Jobs Archive - Page 4 of 10

Business Area / Dept Overview

BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rates, credit,
currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and
invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations,
institutional investors, banks, governments and supranational organizations.

Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated
in almost all of the world’s currencies. Their global network comprises more than 1,700 professionals working on our
six main trading floors in London, Hong Kong, New York, Paris, Singapore and Tokyo. They are supported by regional
offices throughout Europe, the Americas, Middle East and Asia-Pacific.

Global Market’s Automated Market Making desks provide continuously and electronically liquidity on a range of cash
and derivative listed instruments. The Global Equities AMM desks in particular cover equities securities, Exchange
Traded Funds (ETFs) and listed equity and index derivatives (Futures, Options). AMM Quant traders are continuously
creating and optimising strategies, automatons and algorithms to improve liquidity provision on a wide spectrum of
underlying, asset classes and markets.

AMM’s ETF desk provides liquidity on regulated exchanges, MTFs and directly to BNP Paribas Institutional, Hedge-Fund
and Corporate clients. It also partners with leading global ETF Issuers for their ETF range on-exchange performance,
and competes with the most technologically advanced market-making firms globally.

In Europe BNP Paribas currently ranks as #1 Investment Bank for ETF electronic Market-Making as well as #1 Investment
Bank for ETF Institutional flow.

Job Purpose

The ETF Quant Trader Graduate works as part of a team of senior traders, responsible for maintaining markets (providing liquidity both on and off exchanges) and managing the technical platform that enables them to do so. This role requires a unique blend of trading and technical expertise, including product knowledge, high-performance coding, and an understanding of a complex and ever-evolving technical platform. It's a fast-track to gaining the level of expertise necessary to generate the next tech evolutions, as well as strategies and algorithm ideas.

This role perfectly encapsulates the future of the trader's profile and role in banks and hedge-funds.

The position is based in London, UK.

Mandate covers ETFs issued in Europe, and all possible instruments and contracts used as hedges (Equities, Futures, Swaps, FX globally).

Core accountabilities of role

The ETF Quant Trader – Graduate:

•   Supports Quant Traders in the continuous improvement of BNP Paribas’s electronic Market-Making
infrastructure;
•   Supports Quant Trader in the monitoring of the activity (positions, flows, instantaneous market risks,
infrastructure sanity) for eMM;
•   As such, operates under the direct guidance of the Senior ETF Quant Trader with responsibility to report and
escalate to line management and managing day-to-day with high level of expertise in the product she or he is
responsible for.

Missions shared with all other Flow and Quant ETF Traders:

•   With the support of Quant traders and Strategists, develops and maintain algorithms and models;
•   To provide market liquidity through market making, and hedge accordingly;
•   To monitor market news and events and evaluate the risk and opportunities for positions and strategies;
•   To ensure proper booking in the system, monitor front to back chain, and control operational risk.

ANALYSIS / RESEARCH /DEVELOPMENT
•   Research on new quantitative strategies and back-test them.
•   Bring new strategy to production environment, improve current strategies.
•   Follow the latest quantitative techniques (research papers, corporate intelligence…).
•   Enhance PnL sources diversification, use all available resources to maximize revenue.

TRADING
• Trade and take care of the allocated strategies. Master Trading tools
• Perform the necessary backup on production to ensure business continuity.

CONTROL
•   Make sure trading is in line with market risks and local limits.
•   Propose enhancements to minimize potential Operational Risks.
•   Make sure trading strategies are fully compliant with BNPP Compliance and Conduct framework.

REPORT/SHARE
•   Make a report of the research project he is in charge (timeline, document, …).
•   Make a trading report of the strategies he is in charge (risk analysis, exposures, …).
•   Share research projects and experience with other AMM traders.
•   Direct contribution to BNP Paribas Control framework.
•   Work as a team.

Experience, Qualifications & Competencies

Knowledge and Skills

•   Analytical background: STEM/Computer Science MSc (additional MSc in Finance a plus).
•   High proficiency and autonomy in object-oriented programming: Python required
•   Uncompromising attention to detail and rigor. Ability to work in a fast-paced environment.
•   Ability to quickly apprehend and intellectual curiosity for complex technological infrastructures.

Experience

• Coding experience required (Computer Science MSc with relevant internships is acceptable).
• Pandas/Numpy/SciKit and other relevant machine learning libraries is a plus.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Start Month/Year: March or August 2025

Salary: Competitive

Location: London

PLEASE NOTE

You may only apply for up to 1 Graduate Programme (or 1 Summer Internship Programme) per recruitment year.
Successful candidates for this role must be based in London from the start of their programme.
Candidates are encouraged to submit their application as soon as possible to avoid disappointment.

Unsuccessful candidates’ CVs will be shared with other teams within BNP Paribas Global Markets and considered for potentially suitable roles. In this way we hope to maximise opportunities for candidates and hiring teams. By submitting your CV for this role you agree to it being shared securely with other hiring teams within BNP Paribas Global Markets for the relevant recruitment round.

Who we are

BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research and market intelligence to corporate and institutional clients, as well as private and retail banking networks. Global Markets' sustainable, long term business model seamlessly connects clients to capital markets throughout 38 markets in EMEA, Asia Pacific and the Americas, with innovative solutions and digital platforms. Through Global Markets, clients can access a full universe of opportunities in equity derivatives, foreign exchange and local markets, commodity derivatives, rates, primary and credit markets and prime solutions and financing.

We have open long term intern positions in our e-FIC team.

The e-FIC Team carries out quantitative research in electronic trading of Fixed Income and Currency (FX) products. Its aim is to provide fully automated solutions for market making.

What you will do

Helping to design and develop algorithmic pricing, quoting, risk management and execution tools to help automate BNPP’s FIC market making activities;
Conduct research and analysis using historical datasets to develop models behind the automation tools;
Interact with Trading, Sales and IT to ensure a timely delivery of projects to all interested parties' standards;
Continuously improve existing models to adapt to an ever changing market landscape.

Technical Skills and Qualifications required for the role

A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering;
Excellent programming skills (C++, Python, Java, R or other equivalent);
Data manipulation and database experience;
Interest in financial markets, economics and quantitative finance;
Experience of electronic markets, models and arbitrage strategies is not a prerequisite but a strong plus;
Delivery-driven mindset;
Strong interpersonal skills and proactive approach to problem solving;
Ability to work under pressure and multi-task;
Strong organisational skills;
Team Player.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Who we are

BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rates, credit, currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations, institutional investors, banks, governments and supranational organizations.

Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. Their global network comprises more than 3,000 professionals working on our six main trading floors in London, Hong Kong, New York, Paris, Singapore and Tokyo. They are supported by regional offices throughout Europe, the Americas, Middle East and Asia-Pacific.

We have open long term internships in the Data and A.I Lab. The role of our Data and A.I Lab is to use the latest techniques of Machine Learning, Artificial Intelligence and Natural Language Processing to help Global Markets do a better job. For this, we
need to leverage the huge amount of both internal and external data we are accumulating daily, whether it is structured (Market and Trade data) or unstructured (Chats, Voice conversations, Social Media and alternative data).

What you will do

Using the latest techniques of Machine and Deep Learning to build models for our trading and sales activity leveraging internal and external data to improve the service we give to Clients while managing tightly the risk associated to those products;
Build our next generation of Natural Language Understanding interface (Speech to Text and Chat to Systems) across all business lines;
Participate in the design and development of our core research projects such as unsupervised classification of the various market participants behaviour, sentiment analysis in chats or new and improvement of the market making in low or high frequency;
Be able to innovate freely, Introducing new techniques or technologies if needed.

Technical skills required

Strong education in Statistics, Maths or Computer Science (Master or PhD level): we are not just looking for people who know how to use machine learning techniques, but for people who understand how it works inside the black-box;
Strong knowledge of Machine Learning techniques (classification, regression, natural language processing via standard statistical models or neural network);
Good programming skills, preferably Python;
Good knowledge of Databases (SQL, Oracle, MongoDB…) and with dealing with Big Data environment (Hadoop, Spark);
Relevant internships in industry applying Machine Learning techniques and successful participation to Kaggle challenges are a plus;
Delivery-driven mindset;
Strong interpersonal skills and proactive approach to problem solving;
Ability to work under pressure and multi-task;
Strong organisational skills;
Team Player.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Who we are

BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research and
market intelligence to corporate and institutional clients, as well as private and retail banking
networks. Global Markets' sustainable, long term business model seamlessly connects clients to
capital markets throughout 38 markets in EMEA, Asia Pacific and the Americas, with innovative
solutions and digital platforms. Through Global Markets, clients can access a full universe of
opportunities in equity derivatives, foreign exchange and local markets, commodity derivatives, rates,
primary and credit markets and prime solutions and financing.

We have open long term intern positions in the quant teams supporting our Business Lines (Rates,
Credit and FX).

The Rates, Credit and FX quantitative research teams are responsible for the development of
pricing and risk management models for Trading and Sales. They have daily exposure to structurers,
traders, sales as well as our technology and risk management teams.

What you will do

Creating and implementing the mathematical models and strategies used for pricing and market making;
Support directly Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model;
Pricing, risk management and relative value for flow, exotic and primary desks;
Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations;
Responsible for best practices for PnL Explain and Predict globally;
Involvement in key transversal regulatory topics such as FRTB or MIFID II;
Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.

Technical skills required:

A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering;
Excellent programming skills (C++, Python, Java, R or other equivalent);
Data manipulation and database experience;
Interest in financial markets, economics and quantitative finance;
Experience of electronic markets, models and arbitrage strategies is not a prerequisite but a strong plus.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Who we are

The Graduate Program is designed to provide you with first-class training and immediate responsibility. You will participate to a 3 weeks induction before moving into a full-time role in one of our quant teams. As a graduate you will have access to a number of workshops, inhouse training and networking events. You will also be assigned a mentor to help you with
your career development.

We have open quant graduate positions in the quant teams supporting our Business Lines; Rates, Credit and FX.

The Rates, Credit and FX quantitative research teams are responsible for the development of pricing and risk management models for Trading and Sales. They have daily exposure to structurers, traders, sales as well as our technology and risk management teams.

What you will do

Creating and implementing the mathematical models and strategies used for pricing and market making;
Support directly Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model;
Pricing, risk management and relative value for flow, exotic and primary desks;
Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations
Responsible for best practices for PnL Explain and Predict globally;
Involvement in key transversal regulatory topics such as FRTB or LIBOR;
Decommissioning;
Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.

Technical skills required:

A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering;
Excellent programming skills (C++, Python, Java, R or other equivalent);
Data manipulation and database experience;
Interest in financial markets, economics and quantitative finance.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Start Month/Year: March or August 2025

Salary: Competitive

Location: London

PLEASE NOTE

You may only apply for up to 1 Graduate Programme (or 1 Summer Internship Programme) per recruitment year.
Successful candidates for this role must be based in London from the start of their programme.
Candidates are encouraged to submit their application as soon as possible to avoid disappointment.

Bank Overview

BNP Paribas is a leading bank in Europe with an international reach. It has a presence in 83 countries, with nearly 183,000 employees globally, including around 145,000 in Europe. The Group has key positions in its three main activities: Domestic Markets, International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors.

BNP Paribas Corporate and Institutional Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions.

Business Area/Dept Overview

BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rates, credit, currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations, institutional investors, banks, governments and supranational organisations. Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies.

G10 rates trading covers the government bonds for EU zone + UK, SSAs, swaps (Eur, Gbp, Chf). BNPP has one of the largest franchises in the street for the Eurozone on rates products as well as strategic relationship with EU governments and large corporates.

Purpose and Scope of Role

Purpose:

As an intern in the e-trading team, the intern will work on a or several projects in order to assist the trading team. The role will involve the use of data, programming and mathematical modelling skills.

Scope:

The role holder will interact primarily with the Rates e-trading team in London.

Key Responsibilities of Role

• Provide applicable recommendations for the improvement of one or several of the KPIs of the rates e-trading team, based on data and the use of quantitative analysis and modelling.

Experience, Qualifications & Competencies

Essential

• A minimum of a Masters in a quantitative field such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering.

• Strong quantitative, programming and data analysis skills;

• Strong team player, ability to seek advice and help when and where required;

• Able to reconcile common sense with the output from the quantitative / technical work;

• Programming skills: Python.

Preferred

• High level of curiosity and proactivity, ability to learn new areas without detailed supervision.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Bank Overview

BNP Paribas Corporate and Institutional Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions.

Business Area/Dept Overview

BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rates, credit, currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations, institutional investors, banks, governments and supranational organisations. Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies.

Global Equities encompasses Equity Derivatives, Prime Services and Cash Equities. The Cash Equities business line provides research, advisory, distribution, execution, corporate access, and corporate broking services on equities globally to institutional investors and also serves as the distribution arm for BNPP’s equity capital markets transactions.

Purpose and Scope of Role

Purpose:

Global Equities – Cash Equities Quant Engineer, Long Term Intern is a role supporting, developing and improving the cash equities execution platform using quantitative models and algorithmic techniques.

The roleholder will focus on developing their product and technical knowledge and competence as well as developing a wider working knowledge of the market. The roleholder will deliver the designated tasks and activities under direct and daily supervision, with guidance from more senior colleagues, and in accordance with defined procedures.

Scope:

The role is UK based but the quantitative research topics covered will be global in scope.

Key Responsibilities of Role

• Entry level professional within the Cash Equities Electronic Execution Quantitative Research team of Global Markets;

• Conducts research and analysis to model particular statistical features in our datasets, or to enhance existing models;

• Works under own initiative but with readily available supervision and guidance;

• Requires attention to detail and ability to deliver information accurately and quickly to key stakeholders;

• Builds internal working relationships with, for example, coverage and technology teams and also more senior team members to increase their knowledge of the quantitative execution specialism.

Experience, Qualifications & Competencies

Essential

• A minimum of Master's degree level in mathematics, statistics, physics, engineering or finance/econometrics or a PhD in another Science or engineering field with an interest in finance modelling.

• Strong interpersonal skills and proactive approach to problem solving.

• Good written and oral language skills.

• Knowledge of numerical and statistical learning techniques, e.g., machine learning (both supervised and unsupervised).

• Programming skills, such as C++, R and Python or equivalents.

Preferred

• Interest in financial markets, economics and quantitative finance.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Bank Overview

BNP Paribas Corporate and Institutional Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions.

Business Area/Dept Overview

Global Macro offers a range of products across FX, Rates and Commodities in both developed and emerging markets. Commodities trading platform is active across a wide range of cash, physical, futures and other derivative products in crude, gas, refined products, industrial metals/bulk, bullion, and power markets. Offering a wide range of hedging solutions for clients who are exposed to the price of physical commodities.

Purpose and Scope of Role

Purpose:

To help with creating models relevant to the metals trading activity as well as industrializing the production of reports. The role will include extensive coding as well quantitative and data analysis.

Scope:

Global scope.

Key Responsibilities of Role

• Studying the CTA flows in the market and building a picture around its effect on the price, volume and change in OI as it specifically relates to Metals market;
• Using the understanding developed above to build a BNP model on various time frames in order to forecast the flows and therefore the direction of the market;
• Study the feasibility of building a short term, cross asset correlation-based model to forecast algorithmic flows in the market their potential impact on the price, volumes;
Improving our internal Python based tool which is used in creating various reports and curve marking;
• Building a tool that will parse chat conversations as well as data from BBG in order to monitor and eventually mark the forward curves systematically;
• Develop Gold/Silver/Copper CME options flow monitoring tool and tracking the changes on a live basis;
• Study Precious vol as an RV vs other asset classes (FX, Rates);
• Develop tools to trade EFP more actively.

Experience, Qualifications & Competencies

Essential

• A minimum of a Masters or PhD in a quantitative subject such as Compute Science, Mathematics, Physics, Quantitative Finance or Engineering;
• Excellent programming skills (C++, Python, other equivalent);
• Data manipulation and database experience;
• Interest in financial markets, economics and quantitative finance.

Preferred

• Experience of electronic markets, models and arbitrage strategies is not a prerequisite but a strong plus.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Bank Overview

BNP Paribas Corporate and Institutional Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions.

Business Area/Dept Overview

Purpose and Scope of Role

Purpose:

• So that the bank is able to quote its clients more efficiently, the successful candidate will help with models on the volatility fair value, the spreading and skewing of all RFQ pricing. Automation to risk manage the delta of the books will also be conducted.
• On top of that, a systematic study of client data in order to improve trading pricing and hit ratio will be part of the development.

Scope:

• While the role is based in London, all the initiatives will be used by the FX Options desk globally (US, EMEA, Asia).

Key Responsibilities of Role

In this role, the candidate will:

• Continuously improve the monitoring of the electro Trading activity, making sure that the tools developed can be used by a larger Trading audience.
• Improve and automate the spreading logic and skewing logic of the market making activity for the whole trading desk.
• Work with Quant Strategists to continuously improve the volatility fair value based on market data.
• Being able to propose ideas on the development of Gamma Hedging automatons.
• Study dataset of client activity to improve the pricing and hit ratio.

Experience, Qualifications & Competencies

• A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative
Finance or Engineering;
• Excellent programming skills: Python, SQL is a must;
• Data manipulation and database experience;
• Interest in financial markets, economics and quantitative finance;
• Experience of electronic markets, models and arbitrage strategies is not a prerequisite but a strong plus;
• Delivery driven mind-set;
• Strong interpersonal skills and proactive approach to problem solving;
• Ability to work under pressure and multi-task;
• Strong organizational skills;
• Team Player.

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.

Bank Overview

BNP Paribas Corporate and Institutional Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions.

Business Area/Dept Overview

Purpose and Scope of Role

Purpose:

• We are significantly expanding our product offering over the next few years in exotics and correlation.
• As we develop new models we will need support to test pricing and risk measures that are generated in the new systems for new products.
• Stress scenario testing, Greek validation and model scenario runs will be increasingly important as we increase our footprint in the exotic and complex space. Having a resource to help us on this would significantly reduce our time to market and time for repairing bugs.

Scope:

• While the role is based in London, all the initiatives will be used by the FX Options desk globally (US, EMEA, Asia).

Key Responsibilities of Role

In their role, the candidate will:

• Build inventory monitoring tools for new exotic trades including: vol budget monitoring, bend value tracking, vol
swap breakeven levels etc.
• Work with Trading, Risk and Quant Strategists to prototype new risk measures adapted to complex products.
• Work with strategists to suggest new quantitative relative value trade ideas to sales.
• Be involved with trading for creation, scripting and modelling of new single currency and multicurrency payouts.
• With trading, sales and structuring, build restructure monitors for exotic risks in the book to pitch to clients.

Experience, Qualifications & Competencies

Conduct

Be a role model, supporting and fostering a culture of good conduct;
Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks;
Consider the implications of your actions on colleagues.

Duration: 6-11 months
Salary: Competitive
Location: London

PLEASE NOTE

You may only apply for up to 4 long term internships per recruitment year.
Successful candidates for this long term internship must be based in London from the start of their role.
Please discuss the available start dates with your interviewers.