Neuberger Berman is an independent, employee-owned, global asset management firm, serving the financial needs of institutional and individual investors worldwide. Our broad capabilities include traditional and alternative equity and fixed income strategies, private equity and commodities, in addition to portfolio advice and wealth planning services. We offer a broad platform to accommodate the evolving needs of our clients.
We are seeking a highly motivated Summer Quantitative Analyst to join in London. The Summer Quant position will focus on Quantitative Analysis, Portfolio Analysis & Modeling to provide quantitative research, analysis, and support to Neuberger Berman’s Institutional Solutions team. The internship will be 12 weeks in length including multiple projects for broad exposure to quantitative careers within the asset management industry.
Key Responsibilities
Conduct generalist quantitative research using demonstrable market knowledge and intuition across multiple asset classes, including fixed income and equity markets globally, as well as alternative asset classes. Research will be academic and buy-side oriented.
Solve real world portfolio management problems in a largely autonomous fashion while collaborating with team members.
Translate academic and/or buy-side research into theses that are implementable and actionable.
Conduct statistical analysis and develop sophisticated quantitative financial models used for asset allocation and security selection.
Perform portfolio optimization, performance and attribution analysis, and portfolio risk (coherent measures) analysis.
Build financial models to perform back tests on asset allocation and security selection strategies.
Stay connected and current with academic finance research and developments and present findings to team members.
Prepare materials for presentations.
Key Requirements
Bachelor or advanced degree in a highly quantitative field (ex. Financial engineering, mathematics, statistics, computer science, etc.)
Expected graduates in December 2023 or Spring 2024 only.
Strong statistical, econometrics and applied mathematics grounding.
Knowledge in fixed income and equity markets.
Passion for investing.
Experience developing quantitative models to evaluate the expected return and risk associated with portfolio management decisions is a plus.
Programming experience required; specific experience in Python, R, and SQL preferred.
Excellent verbal and written communication skills.
To apply you must submit a CV and cover letter on why you would like to be considered for the program.
As part of the interview process you will be asked to do an online coding test.
Neuberger Berman is an equal opportunity/affirmative action employer. The Firm and its affiliates do not discriminate in employment because of race, creed, national origin, religion, age, color, sex, marital status, sexual orientation, gender identity, disability, citizenship status or protected veteran status, or any other characteristic protected by local, state, or federal laws, rules, or regulations. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact onlineaccommodations@nb.com.
Neuberger Berman, founded in 1939, is a private, independent, employee-owned investment manager. The firm manages a range of strategies—including equity, fixed income, quantitative and multi-asset class, private equity, real estate and hedge funds—on behalf of institutions, advisors and individual investors globally. With offices in 26 countries, Neuberger Berman’s diverse team has over 2,600 professionals. For eight consecutive years, the company has been named first or second in Pensions & Investments Best Places to Work in Money Management survey (among those with 1,000 employees or more). Neuberger Berman is a PRI Leader, a designation, since last assessed, that was awarded to fewer than 1% of investment firms for excellence in Environmental, Social and Governance (ESG) practices. In the 2021 PRI Assessment, the firm obtained the highest possible scoring for its overarching approach to ESG investment and stewardship, and integration across asset classes.
