PhD Internship - Quantitative Research Analyst

Stevens Capital Management LP; Philadelphia (Philadelphia County); Hybrid; USD 27,552 - 41,328; Full time

Job summary

Stevens Capital Management LP in Philadelphia is looking for exceptionally motivated PhD students for research internships. Interns will read and analyze academic research, build data sets, and conduct statistical analyses pertaining to anomalies in global financial markets. Candidates should demonstrate substantial progress toward a PhD in a quantitative discipline and possess programming experience in R, C++, or Python. Opportunities for full-time summer internships and part-time positions throughout the school year are available.

Qualifications

• Candidates must be pursuing a PhD in a quantitative field or finance.
• Programming skills in R, C++, and/or Python are preferred.
• Experience in regression analysis is important.

Responsibilities

• Read and analyze academic research related to financial market anomalies.
• Build data sets and conduct statistical analysis.

Skills

Programming experience (R, C++, Python)

Regression analysis

Strong organizational skills

Strong communication skills

Education

Substantial progress toward a PhD degree in a quantitative discipline

Job description

SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity by ensuring that all employees are valued, heard, engaged and involved at work and have full opportunities to collaborate, contribute and grow professionally.

We're seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process. The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths.

Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at PhD levels.

Primary Responsibilities

• Read and analyze academic research or other source material pertaining to anomalies in the global financial markets.
• Build data sets and conduct statistical analysis on the data.

Requirements

• Substantial progress toward a PhD degree in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or finance (with extensive coursework in quantitative disciplines).
• Programming experience, ideally including R, C++ and/or Python.
• Experience with regression analysis.
• Strong interest in learning how to build, organize and analyze large data sets.
• Strong organizational and communication skills.