Internships
New York, Hong Kong, London
Systematic Investing
Ecliptic
Role
Join one of our Portfolio Management (PM) teams and apply advanced statistical learning methods to systematic trading. As an intern, you will work on innovative research projects under the mentorship of experienced professionals, exploring topics in alpha research, risk modeling, and portfolio construction.
Responsibilities
- Conduct independent research with guidance from the team
- Manage all aspects of the research process, including:
- Literature review
- Data collection and analysis
- Hypothesis testing
- Model development
- Optimal implementation
- Performance evaluation
- Develop production modules and analytical tools to integrate research outcomes into a live trading environment
Desirable Candidates
- Pursuing a BS, MS, or PhD in finance, economics, statistics, computer science, mathematics, physics, engineering, or a related quantitative field
- Proven ability to conduct independent research with large datasets
- Strong programming skills in R, Python, Rust, Julia, C++, or MATLAB
- Solid foundation in statistical methods and economic reasoning
- Analytical, detail-oriented, and results-driven
- Ability to communicate complex technical details and numerical results clearly and logically
- Demonstrated ability to take initiative, both independently and within a small team
- Intellectual curiosity and a passion for quantitative finance
- Prior financial industry experience is a plus
- Commitment to the highest ethical standards
Compensation
- Annual base salary: $120,000 – $160,000 USD (prorated for internship duration)
- Final compensation may vary based on location, experience, education, and skill level\*