Quantitative Intern - Portfolio Engineering and Analytics
Core
Build multi-asset portfolio construction models, create systematic fixed income portfolios, and manage risk models for public and private assets.
Role type
Quantitative intern (portfolio engineering and analytics)
Builds
Multi-asset portfolio construction models, systematic fixed income portfolios, risk models
Domain
Finance, quantitative investing, multi-asset solutions
Deliverable
production ML models
Required skills
Python (NumPy, pandas, SciPy), statistics, probability, optimization, SQL, large dataset manipulation, portfolio concepts (mean-variance optimization, factor models, risk metrics)
Preferred skills
Git, CI/CD, AWS/Azure, RESTful services (FastAPI), JavaScript, LLMs (LangChain, RAG), third-party risk models (BarraOne, Axioma), CFA designation
Technologies
Python, NumPy, pandas, SciPy, scikit-learn, PyTorch, TensorFlow, SQL, AWS, Azure, FastAPI, JavaScript, LangChain, RAG, BarraOne, Axioma
Responsibilities
Build multi-asset portfolio construction models, create systematic fixed income portfolios, manage risk models for public and private assets, conduct strategic and dynamic asset allocation research
Seniority
Intern