2027 PhD/MFE Summer Intern – Quantitative Portfolio Management
Core
Develop and manage systematic investment strategies spanning managed futures, alternative risk premia, and quantitative alpha across varied asset classes including Rates, FX, Equities, Commodities, and Vol.
Role type
Summer intern, quantitative portfolio management
Builds
Systematic investment strategies and portfolio optimizations
Domain
Fixed income investing, quantitative finance, alternative risk premia
Deliverable
production ML models | product features
Required skills
Python programming, empirical research, statistics, econometrics, optimization methods, asset pricing knowledge, fixed income market knowledge
Preferred skills
Analysis of large unstructured real-world datasets, experience with emerging technologies and AI tools
Technologies
Python, AI-powered tools
Responsibilities
Alpha research on new signals, enhancement and extension of existing signals, transaction cost analysis, portfolio construction, portfolio optimization
Seniority
Intern