Quantitative Strategies Research Intern

About the role

Develop and enhance quantitative and factor-based investment strategies, including research into alpha generation and portfolio construction. Analyze portfolio data and conduct rigorous statistical research to improve strategy management and deliver greater value to clients. Candidates should have strong analytical and mathematical abilities, coding experience in R, Python, or another language, and working knowledge of econometrics, statistics, and time-series analysis. An excellent academic record and progress toward an advanced degree in a quantitative field are expected; experience with cloud environments, financial databases, and risk or optimization tools is a plus.