Quantitative Research Associate Summer Intern 2020

Work with the head of Quantitative Research on projects that span transaction cost modeling, k-means clustering analysis, optimization and alpha research. A background in long/short equity at a hedge fund and prior background in Computer Science or Econometrics is desirable. Must be a current student in a graduate degree program graduating 2021 or 2022. Candidates should be prepared to be in San Francisco for the duration of the internship but will be allowed to work remotely pending COVID-19 restrictions being lifted. Ability to work autonomously is essential.

 

Required skills: R, SQL