As part of its policy of transferring know-how to the industry, EDHEC-Risk Institute has set up ERI Scientific Beta. ERI Scientific Beta is an original initiative which aims to favour the adoption of the latest advances in smart beta design and implementation by the whole investment industry.
As part of the development of its index development activity, ERI Scientific Beta is recruiting an intern for quantitative analysis. The position is based in Nice.
Internship: Quantitative Analyst — Indices & Benchmarks
You will be responsible for quantitative research, performance analysis and reporting on passive equity investment strategies, including the FTSE EDHEC-Risk Efficient Index Series.
The role will require you to use concepts from performance measurement and portfolio theory, as well as applied econometrics and statistics to analyse investment strategies. You will analyse performance over time and in different market conditions, assess implementation issues and transaction costs, as well as examine and explain different portfolio construction steps.
The position focuses on computational tasks but also involves reasoned analysis of your results and writing of reports and presentation material based on your quantitative results.
The role requires sound knowledge of advanced computational tools (such as Matlab), and advanced knowledge of Excel. The successful candidate will also have an excellent command of financial theory and applied statistics/econometrics and a keen interest in applying advanced research-based concepts in practice.
The internship is for a period of six to nine months, starting in June 2015. In the event of a successful internship a full-time position may be made available at the end of this period.
If you wish to apply for this position, please send a motivation letter, your CV, and a transcript of grades from your MSc courses to Ms Maud Gauchon – EDHEC-Risk Institute – 400 promenade des Anglais – BP 3116 – 06202 Nice cedex 3 – France, or through the link 'apply by email' below.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.