About the Role
If you enjoy applying your quantitative and machine learning skills to real-world problems, coding production-quality analysis and tools, and thriving in a fast-paced environment with immediate and tangible feedback, this Summer Internship Program is ideal for you.
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The organization builds systematic and discretionary investment processes that rely on rigorous analysis of a vast universe of data, including asset prices, macroeconomic indicators, news, sell-side research, and trading signals. Transforming this data into actionable insights is central to success, and the program aims to find the next generation of portfolio managers and quants—individuals eager to push the frontier of research and engineering in global macro investing.
Overview & Responsibilities
Interns will work directly with front-office personnel to provide immediate impact on a range of projects:
- Build pipelines to extract and analyze data, develop models, trading signals, and support decision-making of Portfolio Managers.
- Integrate AI into analytical systems, as well as build new AI-powered tools using the latest large language models (LLMs) and agent workflows.
- Contribute to the core analytics library, which is leveraged by Quants and PMs for research, trading, and risk management.
- The internship begins with a one-week in-depth training to prepare interns for the desk, covering topics such as Financial Markets, Macroeconomics, FX, Digital Assets, Interest Rate Derivatives, Equity Rates, Bonds, Credit and Fixed Income, Trading Strategies, Risk Management, Excel and Python, and the latest AI tools and LLMs.
- Interns will benefit from key talks, a mentor program, social events, and interactions with some of the most respected and talented individuals in their field.
- This internship is designed to provide candidates with invaluable education on the workings of a multi-strategy hedge fund and the regulatory environment, fostering a two-way process to determine mutual compatibility.
- The goal is to convert top-performing interns into the Graduate Program for the following year.
Qualifications & Requirements
- A penultimate year undergraduate/junior or 1st year master’s or PhD student at a recognized University—completed and awarded before July 2028.
- Strong mathematical, quantitative, problem-solving capabilities, and technical skills (Excel, VBA, R, AI, and ML techniques).
- Interest and passion for financial markets, trading, and financial products.
- Ability to work independently and collaboratively as part of a team.
- An entrepreneurial spirit.
- Strong written and verbal communication skills in English.
Why Take This Opportunity
This is a unique chance to gain insight into one of the world’s leading firms at the forefront of macro trading. It is believed that the future of investing lies at the intersection of deep domain expertise and cutting-edge technology. As the industry is reshaped by AI and automation, interns will witness firsthand how LLMs, retrieval, and agent-like systems are utilized in the front-office environment of a premier macro hedge fund where correctness, robustness, and speed are paramount.
Top-performing interns are considered for the Graduate Program the following year, with longer-term paths including roles as analyst, quant, and portfolio manager.
Please note that only one application to the Summer Internship Program may be submitted globally. It is encouraged to apply to the role and region that best align with personal skills, experience, and interests.
