Quantitative Researcher - Systematic Strategies (Summer Internship - PhD)

About the role

BAM offers a 10-week Quantitative Research summer internship for PhD students to enhance research skills in systematic strategies across multiple asset classes. Interns collaborate with senior researchers to solve real-world investment problems using advanced quantitative methods.

Program Overview

• 10-week hands-on summer internship for PhD students in quantitative research.
• Focus on systematic strategies, multi-asset arbitrage, risk, and portfolio construction.
• Mentorship and collaboration with senior team members.
• Opportunity to network with the broader intern cohort.
• Work on real-world problems to improve investment and trading frameworks.
• Interns placed in Systematic, Multi-Asset Arbitrage, Risk, or Portfolio Construction teams.

Internship Roles

• Systematic Research: Analyze textual data with advanced NLP models for trading signals.
• Multi Asset Arbitrage: Build and support quant trading infrastructure and toolkits.
• Alpha Capture: Develop alphas using LLM and machine learning for L/S Equity strategies.
• Quant Risk Management: Improve risk models and analyze portfolio construction.
• Portfolio Construction: Conduct factor model research and build equity factor tools.

Qualifications

• PhD student graduating between Winter 2027 and Summer 2028 in Math, Stats, CS, or related field.
• Proficient in Python programming.
• Strong knowledge of probability, statistics, ML, and NLP.
• Experience with large datasets and predictive modeling.
• Prior independent research in data-driven environments.
• Familiarity with language models like BERT, GPT, XLNet is a plus.

Skills & Attributes

• Outstanding analytical skills and attention to detail.
• Ability to communicate complex technical topics clearly.
• Pragmatic, results-driven, and collaborative mindset.
• Comfortable working in ambiguous environments.