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Internship

Systematic Cross Asset
Portfolio Management (m/f/d)

 As of now or later | Munich

We are looking for highly motivated interns with a keen sense of quality who would like to join our creative and inspiring team to work towards the best possible solutions and products.

Your responsibilities

  • Automate computation of fund and risk statistics as well as portfolio and attribution analyses
  • Develop models for synthetic and physical replication of index strategies
  • Analyse alternative risk premia strategies, develop portfolio optimization and asset allocation models
  • Support the portfolio management team's daily trading processes, e.g. via the development of trading tools
  • Collaborate with the trade support, product management and financial engineering teams

You will also have the opportunity to gain BloombergTM professional certification.

Your profile

  • You are in the latter stages of your university degree with quantitative focus (mathematics, computer science, physics, statistics, engineering, business studies with focus on finance or statistics)
  • You have general proficiency with IT systems and good programming skills in Matlab, Python or similar
  • You are experienced working with Visual Basic for Applications (VBA) within Microsoft Office (Excel, Outlook)
  • You have basic knowledge of financial instruments (equities, bonds, derivatives)

Our offer

You can look forward to an interesting, challenging and responsible role in which you can become familiar with and help shape the entire portfolio of a management company. Good career development opportunities in an innovative, dynamically growing company and our open enterprise culture offer recognition for your results.


Interested?

We look forward to receiving your application, including CV, by e-mail – please include the keyword "Systematic Cross Asset".


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Contact

In case of an application, please consider that we will keep or electronically file individual-related data until closure of the application process. For comprehensive information on the topic of data protection, please consult our data protection declaration and data protection declaration for applicants.

 

Teresa Graf