Portfolio Construction and Tactical Asset Allocation Intern

Beschreibung:

Within the Global Investment Management (GIM) function, we are looking for a talented and proactive resource to join the team.

Key responsibilities of the role will include:
* Designing and developing a robust backend in Python to support data processing and portfolio analytics
* Building an interactive and user-friendly frontend (using e.g. React or Dash), enabling dynamic visualization of investment portfolios
* Implementing features to analyze portfolio positions, asset allocation, transaction history, and performance metrics
* Developing a portfolio optimizer aimed at maximizing overall portfolio yield subject to turnover, P&L and other constraints
* Integrating data sources and ensure efficient handling of financial datasets, including time series and transactional data
* Collaborating with team members to define analytical requirements and translate them into functional dashboard components
* Ensuring scalability, maintainability, and responsiveness of the dashboard across different use cases
* Participating in code reviews and contribute to improving development workflows and documentation

Ihr Profil:

Our ideal candidate will meet the following requirements:
* Master's degree in Computer Science, Engineering, Quantitative Finance, or other Quantitative Subjects
* Proficiency in Python, with experience in data manipulation libraries such as Pandas, NumPy, and SciPy
* Familiarity with React or Dash for building interactive web applications
* Understanding of portfolio theory, basic financial instruments, and performance metrics
* Ability to work with transactional data, time series, and large datasets
* Experience or interest in developing portfolio optimization algorithms (e.g., minimizing turnover, maximizing P&L and returns)
* Knowledge of REST APIs, data integration, and backend/frontend communication

Soft Skills:
* Strong problem-solving skills and attention to detail
* Ability to work independently and collaboratively in a team environment
* Good communication skills and willingness to learn and adapt