Quantitative Researcher - Multi-Asset Arbitrage (Summer Internship)

About the role

Join BAM's 10-week Quantitative Researcher Summer Internship in Multi-Asset Arbitrage. Collaborate on quantitative strategies, solve real-world problems, and enhance trading frameworks with mentorship and networking opportunities.

Program Details

• 10-week hands-on summer internship program.
• Focus on Multi-Asset Arbitrage quantitative research.
• Mentorship from senior team members.
• Collaboration with Portfolio Managers and Quant Researchers.
• Opportunity to expand professional network with intern cohort.

Responsibilities

• Build, support, and integrate global quant trading infrastructure.
• Develop toolkits for investment and trading strategies.
• Solve complex, real-world quantitative problems.
• Enhance investment and trading frameworks.

Qualifications

• Bachelor's or Master's student graduating between Winter 2027 and Summer 2028.
• Degree in Mathematics, Statistics, Computer Science, or related quantitative field.
• Proficient in Python programming.
• Strong knowledge of probability, statistics, and ML/NLP.
• Experience with large datasets and predictive modeling.
• Prior independent research in data-driven environments.

Preferred Skills

• Familiarity with language models like BERT, GPT, XLNet.
• Knowledge of NLP-related publications.
• Outstanding analytical skills and attention to detail.
• Strong communication of complex technical subjects.
• Pragmatic, results-driven, and collaborative mindset.