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.