PhD Intern Opportunity - Multi-Asset Quantitative Research

Tue, 07 Nov 2017 14:58:58 -0500
intern, paid, phd, summer

T. Rowe Price is interested in interviewing UMBC Ph.D. candidates graduating in May 2019 from ALL quantitative backgrounds for the summer intern position below.

https://troweprice.wd5.myworkdayjobs.com/TRowePrice/job/Baltimore-MD/PhD-Intern_31615

Candidates are encouraged to apply directly via the link above ASAP.

PhD Intern - Multi-Asset Quantitative Research
APPLY here-
https://troweprice.wd5.myworkdayjobs.com/TRowePrice/job/Baltimore-MD/PhD-Intern_31615
Our mission as a leading investment management firm is to help our clients achieve their long-term financial goals. We believe our associates are the key to this mission and we are always looking for talented individuals who share our commitment to our client’s success.

If you’re looking for challenging work experiences and the ability to learn in a collaborative culture, we invite you to explore the opportunities available at T. Rowe Price.

PRIMARY PURPOSE OF THE POSITION
The summer intern will support the Multi-Asset Research Team by conducting financial and quantitative/statistical analysis usually at the asset class level, covering the areas of strategic and tactical asset allocation, financial planning research, data/infrastructure, and product design projects as needed.

PRINCIPAL RESPONSIBILITIES
Independently, or in collaboration with other quantitative or technical analysts, under the guidance of the Director of Research, execute research projects that have been identified to meet the investment needs of the broader Multi-Asset Division:
Identify the core issue and shape/design the project
Identify and absorb existing research on the subject (internal or external)
Identify (and procure) the most appropriate method/tool/dataset to address the issue

Execute operational duties, such as ongoing generation and maintenance of asset allocation related investment reports, data sets, or analytical infrastructure.

Perform data analysis and information gathering in response to ad hoc inquiries.

QUALIFICATIONS
Required
Must be a PhD candidate expected to graduate in May ’19 majoring in a quantitative discipline
Strong academic credentials and evidence of ability to independently deliver results
Experience programming in Matlab, Splus/R, Python, and SQL
Experience conducting empirical research working with large data sets
Strong analytical and problem solving skills; willingness to learn new approaches to problem-solving
Ability to work independently as well as a part of a team
Excellent oral and written communication skills
Ability to multi-task and to simultaneously push forward several projects

Preferred
Interest in financial markets
Knowledge of investments, portfolios, and quantitative analysis