Your Mission
This internship provides you with the opportunity to become part of our Asset Allocation Team with a focus on data science for quantitative investment strategies.
The Asset Allocation Team identifies relative performance opportunities in international multi-asset markets for tactical portfolio decisions. Applying Machine Learning to Asset Pricing problems helps us to discover non-linear relationships between the macroeconomic environment, market sentiment, and systemic risk.
During your internship, you will work closely with our specialists in quant finance and machine learning engineering. Within our supportive team environment you will have the opportunity to take ownership and full end-to-end responsibility.
Your tasks
The Asset Allocation Team identifies relative performance opportunities in international multi-asset markets for tactical portfolio decisions. Applying Machine Learning to Asset Pricing problems helps us to discover non-linear relationships between the macroeconomic environment, market sentiment, and systemic risk.
During your internship, you will work closely with our specialists in quant finance and machine learning engineering. Within our supportive team environment you will have the opportunity to take ownership and full end-to-end responsibility.
Your tasks
- Work intensively on the development and continuous enhancement of our cutting-edge, ML-based, systematic investment strategies as part of our Asset Allocation Team
- Be involved in the further development and implementation (e.g., conducting experiments as well as evaluations) of our hypothesis-driven research agenda along key building blocks (e.g., data, transformations, model(s), targets) relevant for product performance
- Work closely with our senior quant finance and machine learning experts
- Write clean, efficient, and well-documented code in Python