Calamos Investments is a financial services firm focused on investment management, and they are seeking a Quantitative Research Intern to assist with fixed income and equities research projects. The role involves maintaining quant infrastructure, building databases of macroeconomic factors, and supporting senior analysts in model construction and testing.
Responsibilities
Assists the team with fixed income and equities research projects, as directed
Maintains and enhances the group’s existing quant infrastructure, function library, data, and databases
Assists senior quantitative analysts with the construction, enhancement, and testing of multi-factor models
Builds a database of macroeconomic factors by collecting data from a variety of third party data sources
Researches different optimizers for fixed income and equities and presents the findings to the team
Qualification
Required
Assists the team with fixed income and equities research projects, as directed
Maintains and enhances the group's existing quant infrastructure, function library, data, and databases
Assists senior quantitative analysts with the construction, enhancement, and testing of multi-factor models
Builds a database of macroeconomic factors by collecting data from a variety of third party data sources
Researches different optimizers for fixed income and equities and presents the findings to the team
Preferred
Master's student required with a major in Mathematics or Quantitative Finance
Strong Programming and database knowledge, preferred
Experience in Python and have previously worked with either SQL Server or Oracle
Knowledge and experience of using machine learning models in Python, big plus
Evidence of challenging curriculum and a minimum 3.0 GPA
Independent and original thinker
Strong level of integrity with an entrepreneurial spirit
Demonstrated interest within the investment management industry is preferred
Intermediate knowledge of Microsoft Office applications - primarily Excel
Benefits
Calamos Investments is a global investment firm committed to excellence in investment management and client services.
