Summary
Anthelion Capital is an investment and data science platform that integrates data science into its investment processes. As an intern, you will collaborate with the quant team to develop systems for the investment platform, focusing on quantitative and engineering skills.
Responsibilities
- Build the systems a systematic investment platform runs on — from the inside
- Market or reference data ingestion with point-in-time correctness (no lookahead, as-of-date correct)
- Building and validating a candidate factor or risk model on the emerging platform, with an emphasis on robustness and out-of-sample validity
- A piece of the research-to-production path — the tooling that promotes a signal to production by configuration rather than a rewrite
- A component of the backtesting / simulation engine, the feature/signal store, or the portfolio optimizer
Skills
- Currently pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or a related quantitative field
- Strong programming ability in Python (C++, Rust, or another language is a plus)
- Solid fundamentals in statistics and/or ML, and the instinct to be suspicious of results that look too good
- Evidence of building things and going deep — research, open source, competitive programming (ICPC/Codeforces), Kaggle, olympiads, or substantial personal projects
- Must have US work authorization or ability to use OPT during the time of your internship
- Exposure to markets/investing
- Data engineering
- Orchestration tools (Dagster/Prefect)
- Cloud (Azure)
Qualifications
Must Haves
- Currently pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or a related quantitative field
- Strong programming ability in Python (C++, Rust, or another language is a plus)
- Solid fundamentals in statistics and/or ML, and the instinct to be suspicious of results that look too good
- Evidence of building things and going deep — research, open source, competitive programming (ICPC/Codeforces), Kaggle, olympiads, or substantial personal projects
- Must have US work authorization or ability to use OPT during the time of your internship
Nice to Haves
- exposure to markets/investing
- data engineering
- orchestration tools (Dagster/Prefect)
- cloud (Azure)