Quantitative Research Intern

Summary

Join our internal alpha capture (IAC) team as we develop and implement scalable long/short equity investment strategies. Successful candidates will provide research and development assistance to team leads for various aspects of the portfolio management process.

Requirements

• Masters or PhD candidates in finance, computer science, mathematics, operations research, physics, or other quantitative discipline
• Strong analytical and quantitative skills. Detail-oriented
• Proficient in Python, R, or C++
• Excellent written and verbal communication skills, willing to proactively engage other team members in helping to foster a highly collaborative team-oriented research environment
• Demonstrated interest in financial markets and systematic strategies
• Willing to take ownership of his/her work, working both independently and within a small team

Responsibilities

• Analyze large data sets to identify features and relationships to develop predictive return signals
• Research and develop alternative portfolio construction methods and tools that can enhance portfolio returns
• Develop performance and attribution analytics that explain sources of risks and returns in managed portfolios
• Evaluate alpha decay characteristics and their impact on optimal execution strategies
• Contribute to the development of robust and efficient research and production platforms