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Quantitative Summer Intern at VanEck

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Employer: VanEck

Expires: 04/20/2020

VanEck is a privately held global asset management firm founded in 1955, managing over $45 billion. We develop forward-looking, intelligently designed, active and ETF strategies that strengthen long-term portfolios. We will provide qualified individuals with outstanding education and growth opportunities. If you are a high-energy individual with a strong work ethic, excellent team skills, and outstanding communication skills, we would like to speak with you. VanEck’s Summer Intern Program includes exposure across the firm through educational, mentorship, and networking events. As an Intern, you will also be exposed to the firm’s senior management, gain an understanding of the financial services industry and learn critical business skills. Our internship program will build more than just your resume — it will challenge your knowledge, build your network and drive your career path. Our program spans 10 weeks and runs from June 1 –August 7. If you are looking to gain valuable hands-on experience while working with talented individuals, apply now! Summary:  An intern position is made available to help students nearing graduation acquire basic office skills and develop the knowledge of working within a corporate environment.   Interns will learn to effectively interact with staff, clients and management as well as how to execute administrative tasks. Essential Duties and Responsibilities: Includes the following, other duties may be assigned as needed: Evaluating the quantitative strategies and their limitations for portfolio modelling, trading and risk management.Responsible for the development, preparation, analysis and review of standard and ad hoc portfolio and investment reportsAnalysis/Improvements to Optimization framework for fixed income markets, ETF baskets and instrumentsResponsible for providing thought leadership in the existing Portfolio solutions and providing a simple and elegant problem solving skills.Conduct Multi Factor Loading and Risk Estimations for Factset Alpha Module framework Supervisory Responsibilities This job has no supervisory responsibilities.           Qualifications Interested in exploring research activities and systematic trading strategies for multiple asset classesGood programming skills (Python, R, Big Data, SQL, VBA & Java) preferredMachine learning algorithms and trading strategies with robust back testing experience is a plusStrong academic background in quantitative financeStrong communication skills: ability to express ideas clearly both orally and in writingAbility to apply common sense understanding to carry out detailed but uninvolved written or oral instructions. Highly motivated, entrepreneurial, detail oriented and inquisitive Education and/or Experience Pursuing a Master’s degree in quantitative financeSome experience within a corporate environment is helpful but not required. Competencies To perform successfully and gain the most from this internship, an individual should demonstrate the following competencies: Professional demeanorCapacity for learning new procedures/ideasMotivated with a sense of initiative. Despite being supervised, candidate should have the ability to complete assigned tasks with less to no supervision. Language Skills Ability to effectively present information scaling from a one-on-one engagement or even to small groups of users within the firm. In order to be considered for this position, please submit resume with the subject line ‘Quantitative Summer Intern’ to