About the Company
Exeter Capital Management Group is a pioneering hedge fund located in Exeter, dedicated to employing sophisticated quantitative strategies and advanced technological solutions to achieve superior investment returns. We pride ourselves on fostering a culture of innovation, rigorous research, and collaborative teamwork. Our commitment extends to nurturing the next generation of financial talent through comprehensive internship programs, offering invaluable real-world exposure to the complex world of quantitative finance.
Job Description
We are seeking a highly motivated and analytical Quantitative Finance (Quant) Intern to join our dynamic team. This internship offers a unique opportunity to gain hands-on experience in a fast-paced hedge fund environment, working closely with experienced quants, traders, and portfolio managers. The successful candidate will contribute to the research, development, and implementation of cutting-edge quantitative trading strategies, providing critical support in data analysis, model building, and performance evaluation.
Key Responsibilities
- Assist in the research, development, and backtesting of quantitative trading strategies across various asset classes.
- Clean, process, and analyze large financial datasets to identify patterns and potential alpha sources.
- Implement and optimize quantitative models and algorithms using programming languages like Python or R.
- Support the team in daily data analysis, report generation, and market monitoring.
- Contribute to the documentation of models, processes, and research findings.
- Participate actively in team meetings, presenting research findings and contributing innovative ideas.
- Collaborate with senior quants to refine existing strategies and explore new opportunities.
Required Skills
- Currently pursuing a Bachelor's or Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, Engineering, or a related highly quantitative field.
- Strong foundational knowledge of probability, statistics, linear algebra, and calculus.
- Proficiency in at least one programming language relevant to quantitative analysis (e.g., Python, R, MATLAB, C++).
- Experience with data manipulation and analysis libraries (e.g., Pandas, NumPy).
- Demonstrated interest in financial markets and quantitative trading.
- Excellent analytical, problem-solving, and communication skills.
Preferred Qualifications
- Prior experience with SQL databases.
- Familiarity with financial data sources (e.g., Bloomberg, Refinitiv).
- Understanding of machine learning techniques applicable to finance.
- Participation in relevant academic projects, hackathons, or personal quantitative research.
- Basic understanding of financial instruments and market structures.
Perks & Benefits
- Invaluable hands-on experience in a real-world hedge fund environment.
- Direct mentorship from accomplished quantitative finance professionals.
- Opportunity to contribute to impactful projects with tangible results.
- Exposure to sophisticated quantitative models and trading strategies.
- Competitive internship compensation.
- Networking opportunities within the finance industry.
- Modern office facilities in the vibrant city of Exeter.
- Professional development workshops and learning resources.
How to Apply
If you are interested in this position, please click the "Apply Now" button below. To ensure your application is properly considered, please prepare the following:
- An up-to-date Resume or CV
- A brief cover letter summarizing your experience and motivation
Applications are reviewed on a rolling basis. Only shortlisted candidates will be contacted for an interview.
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