2 часа назад
2027 PhD Summer Internship – Portfolio Management, Quantitative Research Analyst
205 000$
Мэтч & Сопровод
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Описание вакансии
Текст:
TL;DR
2027 PhD Summer Internship – Portfolio Management, Quantitative Research Analyst (Quantitative Research/Fixed Income): Developing quantitative models for alpha generation, risk management, valuation, portfolio construction, and trade execution with an accent on econometric analysis, fixed income markets, and large transaction datasets. Focus on building empirical and risk-neutral valuation models, analyzing time series and panel data, and applying Python and AI tools to investment problems.
Location: Onsite at ’s headquarters in Newport Beach, California, USA
Salary: $205,000 USD base salary, plus a discretionary bonus and transition bonus support for relocation to an office location.
Company
is an active fixed-income investment manager focused on delivering investment returns, solutions, and services to clients.
What you will do
- Develop quantitative models for alpha generation and risk management in collaboration with Portfolio Management.
- Conduct econometric analyses of historical returns, including time series and panel data research.
- Build empirical and risk-neutral valuation models for fixed-income markets.
- Apply macroeconomic research and analyze extensive transaction data to improve trade execution.
- Support work across credit, rates, mortgages, asset allocation, portfolio construction, or execution.
- Complete a mentored project and present findings to the team at the end of the internship.
Requirements
- Ph.D. candidate status in Finance, Economics, Statistics, Computer Science, Operations Research, Physics, Mathematics, or another quantitative field.
- Expected Ph.D. graduation between December 2027 and June 2028.
- Business proficiency in English.
- Strong quantitative background and interest in asset pricing, fixed-income markets, economic theory, and optimization methods.
- Programming proficiency, with strong preference for Python; knowledge of C++ is beneficial.
- Strong analytical, problem-solving, communication, curiosity, and results-oriented skills, including experience using emerging technologies and AI tools.
Nice to have
- Experience analyzing large datasets.
- Knowledge of asset pricing, fixed-income markets, economic theory, and optimization methods.
- Knowledge of C++.
Culture & Benefits
- Ten-week internship running from early June to mid-August, with full-program availability required.
- First-week fundamentals training followed by a project supported by a supervisor and peer mentor.
- Regular feedback at mid-summer and at the end of the program.
- Hands-on experience with AI-powered tools, training, and related resources.
- Educational, networking, and social events, plus opportunities to explore products traded at .
- Competitive compensation and transition bonus support for relocation to an office location.
Hiring process
- Initial resume review.
- First-round video interview covering interests and skills.
- Final live video interviews covering behavioral and technical topics.
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