Arrowstreet Capital is looking for Quantitative Researcher Interns to join their Research group to come up with investment ideas, codify those ideas into signals, back-test the signals, and produce return, risk and trading cost forecasts based on the signals to drive trading decisions.
Requirements
- Strong analytical, quantitative, programming and problem solving skills
- Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
- Experience with a statistical computing environment such as STATA, R, MATLAB, or Python
- Knowledge of the application of statistics to economics (including econometrics or regression analysis)
- Experience analyzing large data sets
Responsibilities
- Performing statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources
- Researching predictable patterns in asset returns, risks, trading costs and other data relevant to financial markets
- Performing portfolio construction research using our proprietary simulation capability
Other
- Enrolled in an undergraduate or graduate program from an educational institution in finance, mathematics, economics, or a closely related discipline emphasizing quantitative and financial analysis. Expected degree completion within a year of the internship.
- Demonstrated academic success
- Passion for financial markets
- Excellent communication skills, including data visualization
- High energy and strong work ethic
