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    1. Home
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    3. Investment Banking & Asset Management
    4. Quantitative Analyst Intern London 2023
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    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.

    The role

    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.