Primary Responsibilities:
- Assists the team with fixed income and equities research projects, as directed.
- Maintains and enhances the group’s existing quant infrastructure, function library, data, and databases.
- Assists senior quantitative analysts with the construction, enhancement, and testing of multi-factor models.
- Builds a database of macroeconomic factors by collecting data from a variety of third party data sources.
- Researches different optimizers for fixed income and equities and presents the findings to the team.
Preferred Qualifications:
- Master’s student required with a major in Mathematics or Quantitative Finance
- Strong Programming and database knowledge, preferred
- Experience in Python and have previously worked with either SQL Server or Oracle
- Knowledge and experience of using machine learning models in Python, big plus
- Evidence of challenging curriculum and a minimum 3.0 GPA.
- Independent and original thinker
- Strong level of integrity with an entrepreneurial spirit
- Demonstrated interest within the investment management industry is preferred
- Intermediate knowledge of Microsoft Office applications – primarily Excel
For Illinois Applicants only: the expected hourly rate for this position is $22/hr.
Equal Opportunity Employer
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