I'm interested in becoming a Quantitative analyst, more so library quant (my course has introduced me to finite difference/monte carlo/Java thus far) as opposed to risk etc. My dilemma is that I want to apply for internships but I'm not sure what to apply for, all the undergrad internships seem to be focused in very specific areas of finance such as investment banking, risk, human resources, treasury etc. none of these seem to fit with the description of a quant, very heavy programming/math background. My other option is to start my PHD in Physics and then apply for some Quant post-grad internships offered at places like J.P. Morgan. Either way I would like to get a taste of banking before that as I am currently 2nd year undergrad. I guess my main question is, out of the types of internships going for undergrads what would suit me best?