Internship (MFE, Operations Research, Computational Finance, Mathematics

SUMMER INTERN - NYC (MFE, Operations Research, Computational Finance, Mathematics)

Does working for a company that embodies innovation, transparency and creativity excite you? Then, we have the place for you.

Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return. Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices.

We Innovate. We Create. We Collaborate

Responsibilities:

Surrounded by smart passionate colleagues, your main mission will be to contribute to key quantitative development projects within Qontigo’s Research, Quantitative Pricing, and Index R&D teams, including:

• Applying statistical and machine learning methodologies to analyze financial and ESG data sets for use in building models and indices
• Researching, implementing, and testing prototype models to assess portfolio risk and performance
• Investigating factors that drive the performance of financial assets
• Evaluating the impact of portfolio construction choices as part of the index design process

Requirements

• Currently pursuit of an MSc degree (MFE, Mathematics, Operations Research, Computational Finance). Prior Industry experience and understanding of various financial products is a plus.
• Scripting: Python, R or Julia. Experience in C++, C# or Java is a plus.

• Data: Database knowledge, SQL
• Interest in research and development of quantitative finance methodologies and models.
• Interest in projects that could be of the the following types:
  • Curve Quality: Improve data quality assessment methods for daily production of spread curves
  • Instrument Returns: Develop prototype approaches for computing histories of bond returns for a large standard fixed income universe
  • Pricing, Risk, and Data Derivation: Cash dividend model, Heston local stochastic volatility model, surrogate pricing modes in finance, ML for backward stochastic differential equations, Deep Neural Networks for SABR calibration
  • Comparing and Analyzing ESG Datasets: Perform statistical analysis, interpret scores, and construct portfolios using scores to understand resulting characteristics
  • Developing quantitative sustainable indices, including ESG and climate indices.
  • Backtesting of models and ongoing support for Qontigo risk platforms
• Ability to collaborate effectively across teams
• Produce high quality documentation and code related to the project
• Adaptability, innovative thinking, energy, and enthusiasm
• Commitment to building meaningful professional relationships in the financial/technology sector

Benefits

• Lunch & Learns with Senior Management
• Mentorship within the Qontigo employee community
• Option to shadow members of various teams across the Qontigo teams
• Collaboration and events with fellow interns