2027 PhD Summer Intern – Portfolio Management, Quantitative Research Analyst
Based in United States
Core
PhD candidate intern conducting quantitative research and econometric analysis to support fixed income portfolio management and alpha generation.
Role type
PhD Summer Intern, Quantitative Research Analyst
Builds
Quantitative models for alpha generation and risk management
Domain
Fixed Income / Quantitative Finance
Deliverable
production ML models
Required skills
Econometrics, Time series analysis, Panel data analysis, Python, Asset pricing, Optimization methods
Preferred skills
C++, Macroeconomic research, AI tools, Large dataset analysis
Responsibilities
Conduct econometric analyses of historical returns, Build empirical and risk-neutral valuation models, Analyze transaction data to enhance trade execution, Present findings to the team
Seniority
Intern