Quantitative Research Analyst - Off-Cycle (Paris)

Bank of America; United States; On-site; USD 16,000 - 23,000; Full time

Job summary

Bank of America is offering a Quantitative Research, Off-Cycle Intern position in Paris. The role focuses on learning derivatives and developing quantitatively-driven, systematic strategies across cross-asset classes.

You will backtest ideas, engage with global teams, and leverage existing data infrastructure. The program emphasizes rigorous training, mentorship, and exposure to portfolio construction, with potential pathways to full-time opportunities in 2028.

Qualifications

• Strong academic background in quantitative finance, financial engineering or applied mathematics (e.g. PhD or advanced Masters).
• Experience in developing and backtesting quantitative investment strategies in Equities or FICC.
• Advanced proficiency in quantitative analysis and statistics including time series and big/complex datasets.

Responsibilities

• Learn about derivatives instruments and strategies, and engage in the team’s volatility publication workflow.
• Undertake a project with diverse datasets and develop/use back-testing infrastructure.
• Present project findings to research teams and stakeholders and defend results.

Skills

Python

R

Matlab

SQL

Excel

Machine learning

Statistics

Time series

English fluency

Education

Bachelor's or Master’s degree in quantitative finance, financial engineering, or applied mathematics

PhD or advanced Master’s preferred

Tools

Python

R

Matlab

SQL

Excel

Job description

Bank of America is offering a Quantitative Research, Off-Cycle Intern position in Paris. The role focuses on learning derivatives and developing quantitatively-driven, systematic strategies across cross-asset classes.

You will backtest ideas, engage with global teams, and leverage existing data infrastructure. The program emphasizes rigorous training, mentorship, and exposure to portfolio construction, with potential pathways to full-time opportunities in 2028.