Systematic Quant Intern - PhD
Core
Develop and improve quantitative investment strategies in equity markets, working across the full research lifecycle from idea generation to trade execution.
Role type
PhD-level quantitative research intern
Builds
Predictive models, trading cost models, risk models, and portfolio construction strategies
Domain
Alternative investment management / Quantitative finance
Deliverable
production ML models
Required skills
PhD in CS/Stats/Math/Finance, econometrics/statistics, Python, statistical/ML analysis, data sourcing, portfolio optimization
Preferred skills
Investment field experience, complex data modelling, ML, LLMs/AI techniques
Responsibilities
Identify new investment ideas or innovative data sources; Source, gather and refine complex data for modeling; Code and perform statistical/ML analysis to build, test and refine predictive models; Interpret, present, and implement results; Conduct research on implementation aspects like trading cost models, risk models, and portfolio construction
Seniority
Intern, PhD level