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Public Equity Factor Investing Intern
Full time Temporary @GRITalent posted 10 months ago in Investment & Trading , in Quantitative Modeling & Financial Engineer , in Risk Management Governance & Compliance Shortlist Email JobJob Description
As a Member of Our Team, You Will:
Have the opportunity to learn and support the team with some or all of the following activities:
- Run reporting and analytics for managing Factor and broad public equity portfolios.
- Design, create and populate databases that feed into and store the output of Equity Factor Models and portfolios.
- Play a crucial role in helping the Factor program scale and achieve operational efficiency by participating in the design and running of the production process.
- Monitor portfolio risk metrics (e.g., volatility, beta, tracking error, factor exposure) and ensure the portfolio is within accepted thresholds.
- Learn about and help maintain quantitative models for portfolio optimization, risk assessment, and alpha generation.
- Propose risk mitigation strategies for out-of-model risks based on quantitative insights.
- Decompose portfolio returns and risk using attribution models (e.g. Brinson, multi-factor models, macroeconomic and others).
- Analyze market and fundamental financial data & trends, determining how they translate into the signals that drive stock selection.
- Stay informed about market trends, economic indicators, geopolitical events and industry trends.
- Learn about researching new quantitative methodologies and ideas, along with evaluating their effectiveness via a backtest.
What do you need to succeed?
- You are a self-starter and have the willingness to learn about investments
- Critical thinker
- Working towards a bachelor’s or master’s degree in quantitative finance, mathematics, statistics, systems design, computer science or a related field.
- Proficiency in programming languages such as Python (preferred), R, or MATLAB.
- Familiarity with data analysis and databases is essential (e.g., SQL).
- Strong analytical skills and attention to detail.
- Experience with Machine Learning/AI is not required but is considered an asset.
- Experience with systems design is not required but is considered an asset.
- Experience with Barra risk models, S&P datasets, and Bloomberg is an asset.