Quantitative Summer Associate
Core
Summer associate supporting the Multi-Asset Strategies team in portfolio design, construction, and thought leadership through a primary research project and production duties.
Role type
Summer Associate (Quantitative Research & Portfolio Analysis)
Builds
Portfolio design, construction, and thought leadership in asset allocation
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Python, Matlab, Monte Carlo simulations, multi-period optimization, machine learning, portfolio construction, asset allocation, risk reporting, tactical modeling, economics, financial market theory
Preferred skills
Statistics
Technologies
Python, Matlab, Bloomberg, FactSet, Excel
Responsibilities
Conduct primary research on asset allocation topics including portfolio construction and optimization; maintain and support portfolio monitoring tools; analyze portfolio performance and conduct attribution analysis; review industry publications for emerging themes; attend and participate in asset allocation investment meetings
Seniority
Intern / Summer Associate