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Quantitative Fixed Income Internship
(This job is no longer available)
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Job Description

Amundi is Europe's largest asset manager by assets under management and ranks in the top 10 globally.

Amundi manages 1.425 trillion euros of assets across six main investment hubs. Amundi offers its clients in Europe, Asia-Pacific, the Middle East and the Americas a wealth of market expertise and a full range of capabilities across the active, passive and real assets investment universes. Clients also have access to a complete set of services and tools. Headquartered in Paris, Amundi was listed in November 2015.

Thanks to its unique research capabilities and the skills of close to 4,500 team members and market experts based in 37 countries, Amundi provides retail, institutional and corporate clients with innovative investment strategies and solutions tailored to their needs, targeted outcomes and risk profiles.

This position resides in the Investment Management department within our Durham, North Carolina location and reports the Quant Analyst, Fixed Income. This Intern, on the Quantitative Fixed Income team, develops quantitative models and associated requests for the traders and portfolio managers directly.

Key Responsibilities include:

* Assist developing quantitative risk and valuation models to be used in trading and portfolio management of fixed income instruments and especially mortgage backed securities.
* Respond to Trader and Portfolio Manager requests for information and analysis.
* Manager daily market reports.
* Maintain databases used to support the analysis of the research group.

Requirements Include:

* Senior or master student in Computer Science, Computational Finance, Statistics, Mathematics, or Economics.
* Strong quantitative and computer skills with programming knowledge.
* Demonstrated academic achievement in quantitative and/or finance related subjects.
* Knowledge of VBA, Python, and SQL.
* Knowledge of fixed income instruments and markets, term-structure models, corporate credit theory, and asset-backed securities pricing.
* Ability to work well with others and to manage multiple responsibilities and requests.
* Fluency in statistical and econometric analysis.
* Candidates who are pursuing their FRM or CFA certificate will be a plus.