Quantitative Researcher - Systematic, Multi-Asset Arbitrage (Summer Internship)

About the role

BAM offers a 10-week Quantitative Research internship focused on systematic, multi-asset arbitrage and other quantitative strategies. Interns solve real-world problems, collaborate with senior researchers, and enhance investment and trading frameworks.

Internship Focus Areas

• Systematic Research interns analyze textual data using advanced NLP models for trading signals.
• Multi-Asset Arbitrage interns build and support quant trading infrastructure and collaborate with portfolio managers.
• Alpha Capture interns develop alphas using LLM and machine learning to enhance L/S Equity strategies.
• Quant Risk Management interns improve framework models and analyze portfolio construction and risk exposures.
• Portfolio Construction interns conduct factor model research and build essential equity factor tools.

Qualifications

• Bachelor's or Master's student graduating between Winter 2027 and Summer 2028 in quantitative fields.
• Proficient in Python programming.
• Strong knowledge of probability, statistics, machine learning, and NLP.
• Experience with large datasets and predictive model building.
• Prior independent research experience in data-driven environments.
• Familiarity with language models like BERT, GPT, XLNet is a plus.

Skills and Attributes

• Outstanding analytical skills and attention to detail.
• Ability to communicate complex technical subjects clearly.
• Pragmatic, can-do attitude towards real-world investment problems.
• Results-driven mindset and ability to work in ambiguous environments.
• Collaborative team player.