Eligible Program(s): MFin
Quantitative Strategies Summer Associate Program
As a quantitative associate strategist you will have the opportunity to experience and network with several desks within our Global Markets businesses. You will focus on a specific product area within the overall group including Equities, FX, Credit, Rates, Commodities, and Mortgages. Responsibilities may include:
•Enhancement of pricing and risk models to incorporate new market or products features
•Quantitative analysis of the current markets, trends and trading strategies
•Numerical analysis of existing models and implementation and testing of performance enhancements
•Investigation and improvement of high-frequencyalgorithmic trading strategies
Candidates are required to be pursuing a graduate degree (Masters or Ph.D.) with a graduation timeframe between December 2021 and June 2022 in a field of Mathematics, Physics, Engineering, Computer Science, Computational Finance, or a related technical field.
Quantitative Investment Strategy Research Summer Associate Program
Summer associates will have the opportunity to rotate onto several desks within Global Research such as Equity, Quantitative Credit Strategy, Rates and Rate Derivatives Strategy, Equity Derivatives and Quantitative Systematic Investment Strategies. Responsibilities may include:
•Applying advanced machine learning techniques to develop strategies for harvesting risk-premiaand asset allocation
•Investigate how markets are influenced by macroand sentiment factors using natural language processing and deep learning
•Using data science tools for modelling rates curves and positioning, portfolio construction and forecasting market anomalies
•Model financial derivatives to identify systematically mispriced assets in order to build alpha generating trading strategies
Candidates are required to be pursuing a graduate degree (Masters or Ph.D.) with a graduation timeframe between December 2021 and June 2022 in a field of Quantitative Finance, Financial Engineering, or a related technical field that blends advanced quantitative methods with finance and economics.