Quantitative Analyst – Macro Investment Team (Summer Internship)

About the role

Join the Macro Investment Team as a Summer Quantitative Analyst intern to work on portfolio management and macro investing products. Gain hands-on experience with data analysis, strategy optimization, and market modeling in a dynamic team environment.

Responsibilities

• Contribute to portfolio management teams with data analysis, prototyping, and back-testing.
• Generate and implement ideas to improve strategies and optimize portfolios.
• Build market monitors and relative value reports to identify new trades.
• Develop models on market-relevant topics like Fed balance sheet runoff and election probabilities.

Qualifications & Requirements

• Rising junior undergrad or 1st year Master's student in quantitative field, graduating Dec 2027 or Spring 2028.
• Programming experience in Python for data analysis and research infrastructure development.
• Understanding of options, equity index futures, commodity futures, fixed income futures, interest rate swaps, and foreign currencies.
• Knowledge of statistics including time series analysis and regressions.
• Strong organizational skills and ability to present results clearly to portfolio managers.

Ideal Candidate Attributes

• Strong desire to work collaboratively with the team.
• High professionalism with internal staff, clients, and regulatory agencies.
• Problem-solving skills to identify and implement solutions.
• Ability to manage multiple tasks and meet deadlines.
• Strong written and verbal communication skills.
• Outstanding attention to detail and organization.