Master’s Internship - Fund and Manager Research

Your team

Your role

• Evaluate the predictive power of the existing proprietary quantitative algorithm for manager screening.
• Search for additional factor that have a strong explicative power for manager screening.
• Search the optimal time horizon for calculation of predictive variables.
• Modify the existing algorithm to include new factors and/or adjust the time horizon.
• Backtest the algorithm with additional factors over long-term and short-term periods.
• Backtest and adjust the algorithm for various investment universes.

Your profile

• Master’s student in Finance, Statistics or Data Science.
• A keen interest in financial markets, empirical finance, data analytics and data visualisation.
• Proficient in the usual IT tools (MS Office, Tableau, SQL, VBA; R, Python is a plus).
• Strong communication skills, ability to work autonomously while being a team player.
• Strong organisational skills, attention to detail, proactive and solution-oriented mind-set.
• Ability to judge, analyse and work independently.
• Perfect command of French and English.

Note

Diversity & Inclusion