Quantitative Analyst Internship

Quant team deliverables:

• Provide models that give investment team levers to implement in portfolio either by directly delivering tradable actions or by providing quantitative grounding to trade thesis
• Support Portfolio Managers by building portfolio management toolboxes around profit and loss, risk attribution and sizing
• Build Investment Platforms around multi-asset tactical quantitative models
• Communicate internally tactical quant view on a periodic basis
• Models researched will be required to put into production. These will then be monitored and communicated to team internally
• Produce research papers to support innovation and enhancements of models

Role responsibilities:

• Work on very specific quantitative projects (1 - 2 maximum) over the course of internship
• Spend roughly 60-70% of the time programming and liaising with key stakeholders to ensure project is correctly scoped out
• Liaise with internal teams where necessary
• Ensure entire project is documented adequately and ideas shared within research team

Requirements

• Quantitative degree (Masters or PhD)
• Essential
  • o   Interest in mathematical rigour and application to real world problems
  • o   Awareness of basic financial concepts
  • o   Experience of having worked with large datasets
  • o   Extensive programming experience in Matlab or Python