DescriptionLocation: New York NY (onsite hybrid or remote)
Commitment: 1520 hours per week
About the Role
We are seeking a highly motivated PhD candidate in Finance to join our research team as an Off-Cycle Intern. This part-time role (1520 hours per week) is designed for advanced doctoral students who are passionate about empirical finance with a particular focus on global equities. The position offers the opportunity to work alongside experienced professionals contribute to ongoing research initiatives and apply academic expertise to practical investment challenges.
Key Responsibilities
- Conduct empirical research on global equity markets using large-scale datasets (e.g. CRSP FactSet accounting holdings analyst forecasts and other academically recognized sources).
- Explore and analyze both traditional and behavioral equity return patterns.
- Apply advanced econometric and statistical techniques to investment-relevant questions.
- Develop test and refine quantitative models in Python.
- Communicate findings clearly through written reports and verbal presentations to both technical and non-technical audiences.
- Collaborate with researchers and portfolio managers on projects with direct application to investment strategies.
Requirements
Education and Qualifications
- PhD candidate in Finance (3rd year or beyond; exceptional earlier-stage candidates considered with prior relevant work experience).
Experience
- Significant experience conducting empirical research in global equities using broad universe datasets.
- Strong knowledge of equity market behavior including both traditional and behavioral return patterns.
Technical skills:
- 4 years of Python experience with proficiency in Pandas NumPy and scikit-learn.
- Completed graduate-level coursework in econometrics and statistics.
- Excellent written and verbal communication skills.
- Experience with industry risk models (e.g. Barra Axioma) a plus.
- Based in the New York area; role can be onsite hybrid or remote.
Required Experience:
Intern
DescriptionLocation: New York NY (onsite hybrid or remote) Commitment: 1520 hours per weekAbout the RoleWe are seeking a highly motivated PhD candidate in Finance to join our research team as an Off-Cycle Intern. This part-time role (1520 hours per week) is designed for advanced doctoral students wh...
DescriptionLocation: New York NY (onsite hybrid or remote)
Commitment: 1520 hours per week
About the Role
We are seeking a highly motivated PhD candidate in Finance to join our research team as an Off-Cycle Intern. This part-time role (1520 hours per week) is designed for advanced doctoral students who are passionate about empirical finance with a particular focus on global equities. The position offers the opportunity to work alongside experienced professionals contribute to ongoing research initiatives and apply academic expertise to practical investment challenges.
Key Responsibilities
- Conduct empirical research on global equity markets using large-scale datasets (e.g. CRSP FactSet accounting holdings analyst forecasts and other academically recognized sources).
- Explore and analyze both traditional and behavioral equity return patterns.
- Apply advanced econometric and statistical techniques to investment-relevant questions.
- Develop test and refine quantitative models in Python.
- Communicate findings clearly through written reports and verbal presentations to both technical and non-technical audiences.
- Collaborate with researchers and portfolio managers on projects with direct application to investment strategies.
Requirements
Education and Qualifications
- PhD candidate in Finance (3rd year or beyond; exceptional earlier-stage candidates considered with prior relevant work experience).
Experience
- Significant experience conducting empirical research in global equities using broad universe datasets.
- Strong knowledge of equity market behavior including both traditional and behavioral return patterns.
Technical skills:
- 4 years of Python experience with proficiency in Pandas NumPy and scikit-learn.
- Completed graduate-level coursework in econometrics and statistics.
- Excellent written and verbal communication skills.
- Experience with industry risk models (e.g. Barra Axioma) a plus.
- Based in the New York area; role can be onsite hybrid or remote.
Required Experience:
Intern
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