We are looking for an intern to work on extending our range of portfolio optimization tools. This internship
is meant to last a minimum of 6 months and could lead to a position of Junior Quantitative Analyst.
The successful candidate will develop a robust portfolio optimizer and integrate it in the Riskdata Quantitative
Library. To achieve this goal, he or she will need to:
- Understand the aim of portfolio optimization from the point of view of an asset manager and realize
the fragility of approaches relying on returns and variances estimators, - Reformulate the mean-variance optimization problem or variations thereof so that its solutions are
robust to the uncertainties of the input parameters, - Implement and test a numerical algorithm solving the optimization problem within the RQL.
Knowledge/Experience/Skills:
- A degree from a French Grande ´Ecole or equivalent
- Outstanding quantitative skills in financial mathematics and statistics
- R/Python and C++ programming
Contact:
Please send us a copy of your CV together with a cover letter at careers(at)riskdata.com.