At SESAMm, we provide tools for the asset management industry, based on our proprietary Big Data, Artificial Intelligence and Natural Language Processing technologies. We analyze a huge amount of unstructured textual data extracted from millions of news articles, blogs, forums and social networks in real time. We use this alternative data in combination with standard market data to provide innovative analytics on thousands of financial products across all asset classes, and to develop custom investment strategies using our internal machine learning and statistical expertise. With more than EUR 8M raised since its creation in 2014, major clients across the world, numerous awards won and an exponential team growth, we are expanding quickly in Western Europe, Americas and Asia.
Join SESAMm, an innovative and fast-growing FinTech company!
Our team is looking for an end of studies Quantitative Researcher based in Paris (France).
Internship Goal: You will be supporting the quantitative team in creating automated trading strategies for financials markets and implementing data analytics tools.
- Create investment strategies based on probabilities distribution outputted by machine learning models
- Participate in the modeling of predictive algorithms
- definition of target variables (that can be directly or indirectly invested);
- identify relevant assets.
- Perform time series modelling
- stationary test;
- state-space models like GARCH or Kalman Filter.
- Write analysis reports and make some presentation to the Quantitative Team and possibly to Traders.
The duties and responsibilities in this internship description may be subject to change at any time due to reasonable accommodation or other reasons.
- Last year of a master’s degree in a quantitative field (mathematics or data science) with strong IT skills
- Work Experience: a first experience in quantitative analysis is mandatory;
- Software: Good skills in Python (Numpy, Pandas, Scikit-learn);
- Languages: fluent English speaker with good writing skills, an intermediate level of French would be a plus;
- Very interested in statistical and mathematical models applied to quantitative finance;
- Mastering common quantitative models;
- Additional skills:
- Knowledge in Machine Learning and algorithmic trading.
You should be able to work in a team and show high motivation. This internship requires autonomy and curiosity toward a changing environment.
- Percent Time: 100%
- Duration: 6 months
- Location: Paris (France)
Please send your application to: firstname.lastname@example.org