Intern, Equity Risk Portfolio Construction
RESPONSIBILITIES
- Work with Equities’ Risk Hedging team (Equity Risk Portfolio Construction) on data analysis, modelling and hedge portfolio back-test / simulation and research process improvements.
- Research and deliver insights related to risk measures, actionable takeaways to incorporate in the firm’s equity hedge book construction.
- Improve analytics, reporting / back-testing framework components / analyze new data sets or existing ones modelled better for the purpose of hedging / study instruments and their impact on hedge trading and overall goals
QUALIFICATIONS & REQUIREMENTS
In order to effectively represent the Company and do well in the role, must be someone who is:
- Graduate Students or PhD students in Engineering, Computer Science, Quantitative Finance, Operational Research, Financial Engineering, Econometrics, Mathematics, Statistics, Machine Learning or related field
- Well-rounded students with an outstanding track record of academic achievement, broad based extra-curricular interests and a passion for financial markets
- Prior experience or education in Finance is a plus
- Ability to work 40 hours per week in the Summer
The ideal candidate for the position will be someone who has or is interested in:
- Solid programming skills (Python/SQL experience required)
- Following good software / coding practices
- Comfortable working with complex and large datasets
- Familiarity with data science, machine learning, options or portfolio optimization is a plus
- Experience with financial/ portfolio management concepts and quantitative methods
- Strong problem solving skills and ability to identify and implement appropriate solutions
- Outstanding track record of academic achievement, and a strong interest in financial markets
- Result driven attitude, ability to work under pressure, and desire to work collaboratively in a team
- High standard of professionalism in all situations
- Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadline
- Ability to communicate complex ideas clearly; solid analytical, writing, verbal, technical skills
- Outstanding attention to detail and strong organization skills