Quantitative Strategies Research Intern
Hybrid
Core
Develop and enhance quantitative and factor-based investment strategies for institutional and retail clients globally.
Role type
Quantitative Research Intern
Builds
Systematic and factor-based investment strategies across equities, fixed income, commodities, and multi-asset
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Optimization techniques, R, Python, Econometrics, Statistics, Time-series analysis, Financial databases (Compustat, Worldscope, DataStream), Risk tools (Axioma, Barra)
Preferred skills
Cloud-based environments (AWS)
Responsibilities
Develop quantitative strategies, investigate tools and metrics for portfolio insight, manage data and analytics, participate in alpha and portfolio construction, perform statistical analysis
Seniority
Intern