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  4. ALM Treasury Long Term Internship London 2022
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ALM Treasury has a unique position within the BNP Paribas, as a transversal activity present throughout the Group.  It manages balance sheet financial risks and requires ALM Treasury to operate in the financial markets and partner with all of the Group’s entities.

ALM Treasury’s mission is to

  • Manage the liquidity position of the Group including access to central banks & their liquidity facilities
  • Manage the interest rate risk in the banking books (IRRBB) generated from the Group’s activities
  • Manage the operational and structural foreign exchange risks of the Group
  • Redistribute liquidity & funding within the businesses
  • Optimise wholesale funding in capital markets
  • Use credit portfolios as collateral for debt issuance, securitisation and clearing operations

It also performs a prudential role by

  • Scrutinising liquidity risk for the Group through the monitoring of internal liquidity indicators and external market indicators
  • Protecting the BNP Paribas name in wholesale funding markets

The role

The ALM Treasury intern position will primarily be responsible for building a neural network to predict market indicators. The role will also support various desk operations and tasks.

Key responsibilities

Reporting to the Deputy Head of ALMT UK, the ALM Treasury intern will be responsible for:

  • Develop and maintain a neural network to predict market indicators, particularly across UK and US rates
  • Maintain a weekly dashboard of financial markets indicators
  • Various ad-hoc analysis and reconciliation, including market risk, P&L, balance sheet and funding topics
  • Assist front office team on ad-hoc tasks as required

Candidate profiles

  • Great multitasking and time management skills
  • Strong analysis and judgement
  • Meticulous accuracy with a keen eye for detail
  • Confident verbal, written communication and networking skills
  • Team player, proactive and enthusiastic self-starter, strong interpersonal skills
  • Demonstrate commercial and risk awareness
  • Excellent spoken and written English
  • Additional languages are an advantage

Technical skills and qualifications

  • Excellent academic background, across mathematics, statistics, physics or similar
  • Strong mathematical, analytical & quantitative skills are critical
  • Proficient with MS Office tools, including Excel
  • Advanced Python programming skills required, other programming languages advantageous
  • Previous internship or work experience in an ALM and or Treasury environment beneficial
  • Previous experience in neural networks in a financial markets context beneficial

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

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