Quantitative Strategies Research Intern

Location: New York, New York, United States; hybrid schedule with at least four full days per week in the hirify.global office

Salary: $65.00 per hour

Company

hirify.global is a global investment management firm providing systematic, factor-based, and other investment strategies to institutional and retail clients.

What you will do

• Develop and enhance quantitative and factor-based investment strategies across equities, fixed income, commodities, and multi-asset portfolios.
• Research tools, techniques, and metrics that provide deeper insight into portfolios and improve client value.
• Support the management and analysis of investment data and related analytics.
• Participate in alpha research and portfolio construction for systematic strategies.
• Perform rigorous statistical research for strategy development and ongoing management.

Requirements

• Strong analytical and mathematical skills, including optimization techniques.
• Hands-on coding experience in R, Python, or another programming language.
• Working knowledge of econometrics, statistics, and time-series analysis.
• Experience with financial databases such as Compustat, Worldscope, or DataStream, and risk or optimization tools such as Axioma or Barra.
• Excellent academic background, including strong GPAs and standardized test scores.
• Currently pursuing an advanced degree in economics, finance, computer science, applied mathematics, or another quantitative field.

Nice to have

• Experience working in cloud-based environments such as AWS.

Culture & Benefits

• Hybrid workplace model requiring at least four full days per week in the office.
• Flexible paid time off.
• 401(k) matching of 100% up to the first 6%, plus a discretionary supplemental contribution.
• Health and wellbeing benefits, parental leave, and an employee stock purchase plan.
• Collaborative work with quantitative researchers, portfolio managers, client portfolio managers, distribution teams, intermediaries, and clients.