Experience:
No experience
Employment Type:
Intern/Co-op
Posted:
12/4/2019
Job Category:
Other
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Graduate Summer Internship
Loomis Sayles | Boston, Massachusetts
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Job Description

Loomis Sayles is a global investment firm managing over $250 BN in assets built around world-class talent, sound risk management, and an innovative research driven investment process. Founded in 1926, Loomis Sayles has delivered meaningful results to investors around the world, including sovereign wealth funds, public institutions, corporate pensions, endowments and foundations. With an unparalleled ability to identify and execute on great ideas, the team of more than 700 professionals, operating from offices including Boston, San Francisco, London and Singapore deploy capital across all major asset classes, in all major financial markets. Loomis Sayles is currently looking to hire a summer intern for the Multi-Asset Risk Premia Strategies (MARPs) group. The investment objective of the MARPs group is to deliver a steady, low volatility, positive return stream with limited draw-downs in stand-alone and multi-asset class products. The group seeks to achieve this objective by developing and running a variety of quantitative, systematic trading and investment strategies by applying a rigorous scientific approach to design, develop, implement and manage strategies particularly in the futures, index, derivatives and ETF (Rates, Volatility, Commodities and FX) markets and liaison with other teams at the firm to build multi-asset portfolios. Primary Job Responsibilities Include - Research systematic and risk-premia strategies in the futures, index and ETF (FX, Commodities, Volatility & Rates) markets. - Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code - Back test trading and valuation models - Use unconventional data sources to drive innovation - Conduct machine learning algorithms based research and apply statistical and advanced optimization techniques to build and refine monetization systems for trading signals

Qualifications

Masters or PhD in a highly quantitative academic discipline is required Proficiency in analytical programming (with a preference for MATLAB and PYTHON skills) Highly motivated, detail-oriented, and able to effectively communicate across different audiences

We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.

About Loomis Sayles

In 2006, Loomis Sayles will commit more than $30 million to its research efforts. We believe that this investment is the most important one we can make on behalf of our clients. Since 1926, Loomis Sayles has been conducting bottom-up, disciplined research to guide its investment decisions. Our staff of research analysts, economists, and portfolio managers work together to provide ongoing, comprehensive coverage of the world markets.

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