Off-Cycle Quantitative Research Intern

ROLE

We are looking for an exceptional student to join one of our PM teams as a quantitative research intern for a duration of six months, ideally starting in January 2025. The intern will work closely with the team, receive comprehensive training, and help develop novel signals that may have a real impact.

RESPONSIBILITIES 

You will gain exposure to a variety of activities, which may include:

• Assisting with data collection, preliminary analysis of large data sets, and extraction of useful features for predictive models.
• Adapting and extending existing statistical forecasting techniques and machine learning algorithms to different asset classes applied to macro strategies.
• Developing new signals and evaluate their performance characteristics.
• Providing research assistance to the team.
• Helping to improve the team's research infrastructure.

DESIRABLE CANDIDATES

• Masters or PhD candidates in finance, economics, mathematics, statistics, physics, computer science, engineering or other quantitative discipline.
• Demonstrated ability to conduct independent research over large, possibly noisy datasets.
• Strong analytical and quantitative skills, and detail-oriented mindset.
• Proficient in Python and quantitative analysis, ideally with a machine learning background.
• Experience dealing with database languages like SQL, Postgres is a plus.
• Ability to work both independently and collaboratively within a team.
• Strong desire to deliver high quality results in a timely fashion.
• Prior experience in the financial services industry is not required.
• Commitment to the highest ethical standards.