Summer associates will engage in quantitative research rotations across equity, credit, rates, and derivatives strategies, applying advanced data science and machine learning techniques.
Your Role
Here’s what you will be doing:
- Participate in up to three rotations within quantitative equity and credit strategy, rates and rate derivatives strategy, equity derivatives research, and quantitative systematic investment strategies teams
- Conduct primary research applying machine learning to develop strategies for harvesting risk-premia and asset allocation
- Investigate market influences using natural language processing and deep learning on macro and sentiment factors
- Use data science tools for modeling rates curves, portfolio construction, and forecasting market anomalies
- Identify leading indicators of distress in credit markets and model inflection points in earnings with real-time and big data sets
- Model financial derivatives to identify systematically mispriced assets and build alpha-generating trading strategies
- Develop smart dynamic hedging solutions for efficient risk management of client assets
About You
The company is looking for candidates who meet the following qualifications:
- Pursuing a Masters or PhD degree in Quantitative Finance, Financial Engineering, or a related technical field blending advanced quantitative methods with finance and economics, graduating between November 2026 and August 2027
- Experience managing and analyzing large data sets with modern data-science tools
- Strong knowledge and experience in advanced machine learning techniques, critical for select rotations
- Knowledge of financial derivatives including futures and options and their pricing models, key for derivative-team rotations
- Proficiency in Python, Excel, and SQL for select rotations
- Distinguished written and verbal communication skills with ability to clearly and concisely communicate complex ideas to non-technical individuals
- Ability to work independently and drive toward a completed end product
- Strong attention to detail and quality control over own work
- Passion and curiosity for research combined with ability to rapidly drive results under uncertainty
This job may close before the stated closing date, you are encouraged to apply as soon as possible
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