Quantitative Researcher - Quantitative Strategies (Summer Internship)

About the role

BAM offers a 10-week Quantitative Research internship focused on enhancing investment and trading strategies through advanced quantitative methods across multiple asset classes.

Program Overview

• 10-week hands-on internship program.
• Work on real-world quantitative research problems.
• Mentorship from senior team members.
• Collaborate with a broad intern cohort.
• Opportunities in Systematic, Multi-Asset Arbitrage, Risk, and Portfolio Construction teams.

Internship Roles

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

Qualifications

• Master's or PhD student graduating between Winter 2027 and Summer 2028.
• Degree in Mathematics, Statistics, Computer Science, 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.

Preferred Skills

• Familiarity with language models like BERT, GPT, XLNet.
• Outstanding analytical skills and attention to detail.
• Ability to communicate complex technical subjects clearly.
• Pragmatic, results-driven, and collaborative mindset.
• Comfortable working in ambiguous environments.