Quantitative Alpha Research Intern (6-9 months, full-time 100%)

Your team

Pictet Asset Management manages the assets of some of the world’s largest institutions, financial intermediaries and their clients. Our culture welcomes independent thinkers and centres around investment excellence, a long-term perspective and a dedication to client service.

Your role

Main responsibilities:

•    Following quant academic and broker research on alternative data
•    Working on building QAR back-testing platform with the supervision of a Senior Quant Analyst
•    Researching and back-testing alternative data ideas
•    Documenting and presenting the results of conducted research
•    Developing analytical and visualization tools to support fundamental investment managers with alternative data

Your profile

•    Master’s or PhD degree in Statistics, Mathematics, Quantitative Finance, Computer Science, or a related field
•    Coding experience in Python, good knowledge of basic data science libraries (e.g. pandas, numpy, scikit-learn, SciPy, plotly, etc)
•    Good knowledge of SQL, familiarity with snowflake will be a plus
•    Familiarity with both fundamental and quantitative equity investing will be a plus
•    Previous experience in asset management will be a plus
•    Must be resident in Switzerland or willing to relocate

Note

Start date : ideally January-February 2025

REF : QARI/CT/PM

We will not accept any CVs via agencies

Diversity & Inclusion

Pictet is an equal opportunity employer and is committed to creating a diverse environment. We respect all individuals and seek their inclusion in the workplace.