2027 PhD Summer Intern – Portfolio Management, Quantitative Research Analyst
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 (Portfolio Management)
Builds
Quantitative models for alpha generation and risk management in fixed income markets
Domain
Fixed Income / Quantitative Finance
Deliverable
production ML models | research
Required skills
Econometrics (time series, panel data), Asset pricing, Fixed income markets, Optimization methods, Python, Data analysis
Preferred skills
C++, Macroeconomic research, AI tools, Large dataset analysis
Technologies
Python, C++, AI-powered tools
Responsibilities
Conduct econometric analyses of historical returns, Build empirical and risk-neutral valuation models, Analyze extensive transaction data to enhance trade execution, Present research findings to the team
Seniority
PhD Candidate (Research Intern)