Quantitative Analyst - Macro & Commodities Investment Teams (Summer Internship)
Core
Summer intern contributing to portfolio management, trade idea generation, and strategy optimization for Macro and Commodities investment teams.
Role type
Summer intern quantitative analyst (macro & commodities)
Builds
Market monitors, relative value reports, and models for price forecasting and supply/demand analysis.
Domain
Fixed income, currencies, equity index, commodities, and macroeconomic analysis.
Deliverable
production ML models
Required skills
Python programming, statistics (time series analysis, regressions), understanding of derivatives and futures, data analysis, model development
Preferred skills
Experience in macro/commodities products, strong organization, problem solving, ability to present results
Technologies
Python, Excel
Responsibilities
Work on data analysis projects and back-testing for trade ideas, generate and implement ideas for strategy improvement, help build market monitors and reports, develop models on market-relevant topics, develop supply/demand models
Seniority
Intern, rising junior undergrad or 1st year Master's student