Quantitative Research Analyst (Intern)

Description:

• VTB Capital Investment Management ($37B AUM) is #1 largest asset management company in Russia and CIS.
• This is a unique opportunity to join a booming industry of asset management.
• You will be sitting at the center of the trading desk, working closely with the Head of Research, CEO, Portfolio Managers and Sales Director – the veterans and the founders of the Russian asset management industry.

Your responsibilities (under careful guidance of the Head of Research) will include:

• Building quantitative models for different asset classes (e.g. global asset allocation model, country risk allocation model, equity-bond allocation model, USD-RUB allocation model);
• Automation of data parsing, processing and storage;
• Data mining and description of found correlations, patterns and trade ideas arising from them;
• Automation of reporting based on model outcomes;
• Supporting existing models (testing on recent historical data; continuous updating of the values of the model parameters, explanation of the possible reasons for the change in parameter values).

Requirements:

• Interest in financial markets, quantitative analysis of financial time series, econometrics; data mining
• Theoretical knowledge of the valuation of various financial instruments;
• Experience in programming in SQL, VBA, Python, R; statistical / econometric analysis packages.
• Please send your CV (cover letter not needed) to e-mail with email subject “Analyst / Intern CV”