Develop and implement methods and models to further enhance our advisory and solutions offerings, supporting both the conceptual design and the implementation in Python/Matlab
Investigate long-term risk characteristics of asset classes and asset allocations on both a historical and forward-looking basis
Conduct quantitative simulations and analyses as part of our ongoing client advisory process

Currently enrolled in a Master’s program in Finance/Economics with strong quantitative skills, or in Mathematics/Statistics/Physics/Computer Science with a background in Finance or Economics
Strong programming skills in Matlab and/or Python (experience with C# is a plus)
Excellent analytical skills with the ability to structure and solve complex problems
Ability to present complex topics in a clear and accessible manner
Strong attention to detail, a diligent work approach, and a strong desire to learn
Knowledge of financial markets, various asset classes and financial instruments from a theoretical and/or practical perspective
Empathetic team player who is flexible, open-minded, proactive, self-reliant and forward-thinking
Fluent in English and German, both written and spoken
Ability to use Microsoft Copilot, with a strong commitment to ethical and responsible AI practices

Intern, Quantitative Investment Strategies

Key skills