Intern, Quantitative Research (6 months fixed-term contract)
Core
Support quantitative investment research by combining statistical methods with machine learning and AI tools to improve research efficiency and investment outcomes.
Role type
Intern, Quantitative Researcher
Builds
Quantitative and factor-based investment strategies, alpha signals, and portfolio construction approaches
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Econometrics, Time-series analysis, Statistical analysis, Optimization techniques, Python or R, SQL, Machine learning concepts, Generative AI usage
Preferred skills
AWS, Financial databases (Compustat, Worldscope, Datastream), Risk/optimization tools (Axioma, Barra), Git, Reproducible research practices
Technologies
Python, R, SQL, AWS, Compustat, Worldscope, Datastream, Axioma, Barra, Git
Responsibilities
Develop and improve quantitative investment strategies; Investigate AI-assisted methods for portfolio insight; Prepare and analyze financial and alternative datasets; Participate in alpha signal and risk-management development; Perform statistical analysis with out-of-sample testing; Contribute to ML/AI exploratory projects
Seniority
Intern