Graduate Quantitative Researcher, PhD

Team Overview

We are looking for Quantitative Researcher Interns to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.

As a Quantitative Researcher Intern, you will be immersed in our research effort, working side-by-side with members of the Research group. Our intern program combines theory, practice and technology and provides significant insights into quantitative investment management. You will work on high impact projects that may involve finance, data science, applied math, optimization theory and computer programming.

Responsibilities

Typical responsibilities include:

• Performing statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources
• Researching predictable patterns in asset returns, risks, trading costs and other data relevant to financial markets
• Performing portfolio construction research using our proprietary simulation capability

Qualifications

• Enrolled in an undergraduate or graduate program from an educational institution in finance, mathematics, economics, or a closely-related discipline emphasizing quantitative and financial analysis. Expected degree completion within a year of the internship.
• Demonstrated academic success
• Strong analytical, quantitative, programming and problem solving skills
• Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
• Experience with a statistical computing environment such as STATA, R, MATLAB, or Python
• Knowledge of the application of statistics to economics (including econometrics or regression analysis)
• Experience analyzing large data sets
• Passion for financial markets
• Excellent communication skills, including data visualization
• High energy and strong work ethic

Please include your academic transcript(s) upon submission of your application.

We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.