Stage Quant Researcher H/F

0

Entreprise

Our team is looking for a Data Scientist intern: SESAMm develops and commercializes financial market forecasting tools based on global web data for the global financial industry. With almost EUR 4M raised since inception in 2014, major clients across the world, numerous awards won and an exponential team growth, we are expanding quickly in Western Europe, Americas and Asia.

Join SESAMm, an innovative and fast-growing FinTech company!

Apply here

Description

Missions

Internship Goal:

You will be supporting the quantitative team in creating predictive models for financials markets and implementing data analytics tools.

Major Duties:

▪ Analyze and prove the relevance of data based on emotion/sentiment analysis
▪ Create new quantitative tools for strategies monitoring: – Stress Test – Performance attribution
▪ Work on strategies provided by the Quantitative Team and try to improve several aspects like sensibility to different parameters or portfolio diversification
▪ Perform time series modelisation (stationary test, state-space models like GARCH or Kalman Filter)
▪ Write analysis reports and make some presentation to the Quantitative Team and possibly to Traders

The duties and responsibilities in this internship description may be subject to change at any time due to reasonable accommodation or other reasons.

Profil

Education Requirements

▪ Last year of a Master’s degree in a quantitative field (mathematics or data science) with strong IT skills
Work Experience and Skills Requirements
▪ Work Experience: a first internship in quantitative analysis is mandatory
▪ Languages: fluent English speaker with good writing skills, an intermediate level of French would be a plus
▪ Software: Good skills in Python (Numpy, Pandas, Scikit-learn)
▪ Very interested in statistical and mathematical models applied to quantitative finance
▪ Mastering common quantitative models
▪ Knowledge in Machine Learning and in algorithmic trading is a plus
You should be able to work in a team and show

Pays : France

LocalisationParis

Niveau d’étudesBac +4

Type de contratCDI

AUCUN COMMENTAIRE

LAISSER UN COMMENTAIRE