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QPS Research Associate Expert Summer Intern Programme – 2023

Learn more about Barclays
Barclays

Barclays

QPS Research Associate Expert Summer Intern Programme – 2023

New York, NY
Internship
Paid
  • Responsibilities

    BARCLAYS QUANTITATIVE PORTFOLIO RESEARCH INTERNSHIP DESCRIPTION:

    We are looking for a PhD student in finance or economics to intern with our team in New York or London focusing on quantitative portfolio analysis across asset classes. The candidate will be involved in one or more projects developing quantitative signals, asset allocation models, cross-asset valuation, hedging and portfolio construction methodologies. The work will include empirical analysis using both market data and non-traditional data sources and innovative techniques.

    THE QUANTITATIVE PORTFOLIO STRATEGY GROUP

    The group is a unique quantitative research team that has stayed together on Wall Street for over 20 years with minimal turnover. For over 15 years the group was top-ranked in its category by the Institutional Investor research survey of investment management firms.

    The group advises the largest institutional investors around the globe on quantitative aspects of portfolio management across all asset classes on a one-on-one basis. Work on custom projects to help clients with asset allocation, portfolio construction, evaluation of investment constraints, beta replication, alpha generation and risk management utilizing empirical studies and developing models.

    Team analysts frequently publish in leading industry journals – Journal of Portfolio Management, Journal of Fixed Income, Journal of Alternative Investments and have also published 4 books: “Systematic Investing in Credit”, Wiley 2021; “A Decade of Duration Times Spread (DTS)”, Barclays 2016, “Quantitative Credit Portfolio Management”, Wiley Financial, Dec 2011 and “Quantitative Management of Bond Portfolios”, Princeton University Press, 2007.  (Japanese edition, Toyo Keizai, 2010).

    REQUIREMENTS:

    • PhD student in Finance, Economics or a related field with 1-2 years left to graduation

    • Ability to conduct empirical studies in financial markets

    • Empirical research experience including developing security selection and/or sector timing models – strongly preferred.  Familiarity with Fixed Income a plus.

    • Strong quantitative skills (statistics, linear algebra). Strong econometric knowledge including time-series analysis and various cross-sectional techniques. Knowledge of machine learning and textual analysis techniques - a plus.

    • Excellent verbal and written presentation skills. Strong creativity.

    • Programming self-sufficiency (Python/ Matlab preferred)

    • Familiarity with standard financial markets & databases such as Compustat, CRSP & Factset a plus

  • Industry
    Banking
  • About Us

    We’re a global, vital and highly respected financial organisation with an inspiring Purpose. Operating in 50 countries and employing around 83,000 people across the world, we help communities, individuals and businesses thrive. And we’ve created financial solutions and technology that the world now takes for granted. A career with us can offer incredible variety, depth and breadth of experience, and the chance to learn from some of the best minds in technology and finance.