Quantitative Investment Internship Program - Summer 2027
Контакты
50 - 65$
Формат работы
hybrid
Тип работы
fulltime
Грейд
trainee
Английский
b2
Страна
US
Релокация
US
pythonmachine learninggenerative aidata pipelinesfinancial marketsquantitative researchrisk modelingportfolio construction
Вакансия из Hirify Global, списка международных tech-компаний Для мэтча и отклика нужен Plus
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Чётко описанная оплачиваемая стажировка даёт возможность работать над реальными инвестиционными задачами, получать поддержку команды и претендовать на постоянную позицию. При этом нужны обучение в магистратуре или PhD и регулярная работа из офиса в Бостоне.
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Строгие требованияСвоя исследовательская задачаПрактика в инвестицияхАктуальный стекШанс на продолжениеРабота из Бостона
Оценка от Hirify AI
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Текст:
Hirify AI/Оригинал
TL;DR
Quantitative Investment Internship Program - Summer 2027 (Quantitative Research/Portfolio Management): Developing systematic investment research, risk models, portfolio construction methods, and internal tools for data-driven financial investing with an accent on empirical analysis, Python coding, and real-world portfolio implementation. Focus on defining open-ended research questions, validating signals and models with real data, building production-ready pipelines, and presenting a substantial project to investment teams.
Location: Boston, Massachusetts, United States. The 10-week program runs from June through August 2027 and requires working from the Boston office at least four days per week. Interns relocating to Boston are eligible for a relocation stipend.
Hourly wage: $50.00 for Master's candidates and $65.00 for PhD candidates.
Company
hirify.global is a global, systematic investment manager using advanced technology, datasets, and quantitative research to manage portfolios for institutional clients.
What you will do
Own one substantial quantitative investment project from an open-ended question through delivery.
Develop systematic signals, work with new datasets, and test published findings in Acadian's investment environment.
Analyze the structure and assumptions of risk models used to measure and forecast risk.
Support portfolio construction, trading, transaction-cost analysis, and implementation across client accounts.
Build internal investment tools and data pipelines using firm data and generative AI where appropriate.
Modernize production code and improve the speed and repeatability of research and model updates.
Requirements
Currently enrolled in a Master's or PhD program in a quantitative discipline, such as statistics, mathematics, economics, financial engineering, computer science, physics, or operations research.
Expected degree completion between December 2027 and June 2028.
Ability to write code independently; Python is used primarily.
Interest in applying quantitative methods to financial markets.
Experience taking an empirical or computational project from an open question to a completed result using real data and original code.
Availability for the full 10-week program and willingness to work from the Boston office at least four days per week.
Nice to have
Experience with a thesis, dissertation, research paper, research assistantship, or professional project involving original quantitative analysis.
Experience building a tool or model used by other people.
Culture & Benefits
Flexible hybrid work environment with a collaborative and intellectually curious office culture.
Manager and peer support throughout the internship.
Opportunity to present completed work to investment teams.
Relocation stipend of $1,000 for interns relocating to Boston.
Strong-performing interns may be considered for full-time opportunities in the Investment division.
Hiring process
Applications are reviewed on a rolling basis.
Only selected candidates will be contacted.
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