2027 DMFI Intern
Core
Build and maintain fixed income analytics, valuation tools, and relative value frameworks for idea generation and portfolio monitoring in a Discretionary Macro and Fixed Income team.
Role type
Quantitative research intern (fixed income)
Builds
Production-quality tooling for data ingestion, analytics, backtesting, and risk analysis
Domain
Fixed income and macro financial markets
Deliverable
production ML models
Required skills
Python programming, statistical modelling, data manipulation, visualisation, statistics, linear algebra, numerical methods
Preferred skills
Software engineering mindset, attention to detail, intellectual curiosity
Technologies
Python
Responsibilities
Develop research pipelines for data ingestion and backtesting; Analyse relative value opportunities using quantitative techniques; Work with Portfolio Manager to formalise trading intuition into quantitative models; Improve robustness and scalability of the codebase
Seniority
Intern