Summer Quantitative Analyst - Portfolio & Modeling Rotation

Neuberger Berman; New York (NY); Hybrid; USD 52,000 - 72,000; Full time

Job summary

Neuberger Berman is seeking a Summer Quantitative Analyst in New York for a 12-week internship with two six-week rotations across Institutional Solutions and Risk teams. You will conduct quantitative research, portfolio analysis, and modeling to support investment decisions.

The role emphasizes translating academic and buy-side research into implementable theses, developing financial models, and performing back tests and risk analyses while staying current with finance research.

Qualifications

• Master’s degree candidates encouraged in Financial Mathematics or related quantitative field.
• Undergraduates in Finance, Mathematics or related STEM field considered.
• Graduates expected December 2027 or Spring 2028.
• Strong grounding in statistics, econometrics and applied mathematics.

Responsibilities

• Conduct quantitative research across asset classes including fixed income and equity.
• Develop and translate research into actionable theses and models.
• Perform portfolio optimization, performance attribution and risk analysis.
• Build models for backtests on asset allocation and security selection.
• Present findings and prepare materials for internal stakeholders.

Skills

Python

R

SQL

Quantitative analysis

Portfolio analysis

Education

Master’s degree in Financial Mathematics

Job description

Neuberger Berman is seeking a Summer Quantitative Analyst in New York for a 12-week internship with two six-week rotations across Institutional Solutions and Risk teams. You will conduct quantitative research, portfolio analysis, and modeling to support investment decisions.

The role emphasizes translating academic and buy-side research into implementable theses, developing financial models, and performing back tests and risk analyses while staying current with finance research.