Quantitative Research Intern

Calamos Investments • Naperville, IL

10h • $22 - $22

About The Position

PRIMARY 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.

Nice To Haves

• 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

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.

What This Job Offers

• Career Level: Intern