Quantitative Research Summer 2021 Intern
The Quantitative Research Intern will work directly with the cofounders and other mentors to identify, test, and implement asset management strategies on the DCRC platform with the goal of applying the best strategies to manage client funds.
Responsibilities will include:
- Signal extraction -- identifying drivers in the data to improve our understanding of what moves the market
- Strategy design -- designing algorithms to capture alpha or effect a hedge based on identified signals
- Strategy implementation -- implementing strategy as an investment model functioning time-serially
- Strategy testing -- backtesting to estimate strategy profitability before recommending for production
Perks:
- Option to work in-person in Chicago at our West Loop office space, with plans for an intern trip to Wrigley Field and Lake Michigan scenes
- For the remote intern, online team events including poker, video games, and virtual art exhibits
- End-of-summer bonus in the form of an NFT art piece
- Unbeatable learning experience at a fast-growing high tech startup and an opportunity to learn about systematic asset management
The ideal candidate will exhibit the following:
- An exceptional knack for conceptual reasoning, an intuition for systems thinking, and an ability to navigate ambiguous analytical problems
- Ability to fluently navigate data science workflows in an analytical language of choice (e.g., pandas)
- Pursuing degree in Computer Science, Mathematics, Physics, and/or other technical/quantitative disciplines
- High-quality work product, strong attention to detail, and an ability to perform best-in-class quantitative analyses
- Integrity and ethics
- Hunger for feedback, self-improvement, and impact