Quantitative Equity Analyst Intern - Post-Grad

Franklin TempletonPhiladelphia, PA
Onsite

About The Position

At Franklin Templeton, we’re advancing our industry forward by developing new and innovative ways to help our clients achieve their investment goals. Our dynamic firm spans asset management, wealth management and fintech, offering many ways to help investors make progress toward their goals. Talented teams working around the globe bring expertise that’s both broad and unique. And our welcoming, respectful and inclusive culture provides opportunities to help you reach your potential while helping our clients reach theirs. Come join us in delivering better outcomes for our clients around the world! Quantitative Equity Analyst Intern We are currently seeking a post-grad/graduate student in a quantitative finance program who is available to start immediately for a full-time, three-month internship. Location: The intern candidate must be able to commute into the Philadelphia, PA office each week, at least 3 times per week. Job Summary: This internship is with the Diversified Equity team working under direct supervision of portfolio managers, the investment technology manager, and quantitative analysts. The Quantitative Equity Analyst Intern offers hands-on experience working with large financial datasets, quantitative investment models, and portfolio optimization techniques. The ideal candidate will have strong analytical skills, experience with financial databases, and proficiency in coding for data analysis.

Requirements

  • Pursuing or recently completed a degree (Bachelor’s/Master’s) in Finance, Financial Engineering, Computer Science, Applied Mathematics, or a related field.
  • Strong knowledge of quantitative finance, portfolio theory, and risk management.
  • Proficiency in Python, SQL, or R for data analysis and backtesting.
  • Familiarity with factor models and backtesting methodologies.
  • Strong analytical and problem-solving skills with attention to detail.
  • Ability to work independently and collaborate within a team environment.

Nice To Haves

  • Experience with financial datasets is a plus (e.g., CRSP, Compustat, Clarifi).

Responsibilities

  • Data integration and validation
  • Testing of various quantitative tools under development
  • Factor, model, and quantitative strategy backtesting and evaluation
  • Portfolio risk management and optimization
  • Ad-hoc research projects
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