Quantitative Development Intern

Manulife • Boston, MA

68d • Hybrid

About The Position

Manulife Investment Management’s Quantitative Development team is a small group with a broad mandate to design and implement investment analysis at scale—from the firm-wide to the security- level—for $500B+ in investments across the Global Wealth and Asset Management segment. The team’s goal is to help the company deliver better investment outcomes more efficiently. In this role, you will have exposure to important quantitative projects in support of the front office.

Requirements

• Working knowledge of Python, machine learning libraries, and general applications of AI models.
• MS candidates in financial engineering, data science, computer science, mathematics, statistics, or physics. MS in finance candidates with quantitative training in undergrad will also be considered.
• Strong communication skills.
• Motivated to get it done together, loves to continually learn and collaborate on important cross- functional groups.

Nice To Haves

• Previous work experience in software engineering a plus.
• Knowledge of version control, with some projects in GitHub or GitLab.
• Understanding of assumptions required and algorithms used in machine learning and AI methods.

Responsibilities

• Research and implement quantitative strategies to support investment teams across equities, fixed income, derivatives, asset allocation, and trading.
• Support data acquisition, modeling, and quality monitoring as part of daily cycle.
• Formulate research findings for internal publication and presentation to the investment team.

What This Job Offers

• Career Level: Intern