Heading
Chicago, IL
Internship
Onsite
$22/hr - $22/hr
Intern
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.
Apply NowResponsibilities
- 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