Apprentice

Develop models for medium-term alpha generation across multiple asset classes.

Build and maintain code base and infrastructure for fixed income total return strategies including data gathering, cleaning, signal generation, and portfolio implementation.

Participate in projects focused on advanced volatility forecasting and potentially expand to other multi-asset investments over time.

Bachelor's or Master's degree in finance, econometrics, science/engineering or highly quantitative fields.

Quantitative background ideally in econometrics or stochastic calculus.

Knowledge in quantitative financial research and analysis; familiarity with Factset, Bloomberg or similar providers.

Work Experience Required: Not explicitly mentioned in the JD.

Strong quantitative and coding skills, including statistics and AI applications in finance.

Experience or interest in multi-asset class investment strategies and volatility forecasting.

Capable of developing end-to-end data processing and modeling infrastructure for sophisticated asset management strategies.