Position Overview:
The Research Intern will support the Research Directors and Associate Directors to enhance the firm’s quantitative stock selection models and the firm’s risk models. The analyst will build appropriate data pipelines, assist with feature engineering, and help with the design and implementation of various predictive models.
Key Job Responsibilities
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Work in Snowflake to build custom views that combine data sets from multiple sources
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Assist with data prep including outlier detection, data imputation, aggregating or removing duplicate records, and data standardization.
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Build Dashboards to visualize the distribution of model inputs across time, market cap segments, and global regions
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Build Dashboards to visualize and summarize model outputs
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Evaluate model results using cross-validated mean-squared errors and out of sample portfolio performance
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Assist with model selection and recommend parameter choices
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Present findings and recommendations to the Research team
Skills and Knowledge Required
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Current enrollment in Master’s degree program in finance or quantitative field (data science, math, economics, etc.)
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0-3 years of experience
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Strong analytical and problem-solving skills
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Excellent oral and written communication skills including the ability to communicate technical results in simple, effective terms
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Hands-on database experience (SQL or No-SQL) building custom queries, views, joins, and stored procedures
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Knowledge of Python and common data science libraries such as numpy and SKlearn.
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Hands-on model building experience from data acquisition and data prep to model selection and model validation.
Skills and Knowledge Desired
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Knowledge of financial data (split adjustments, dividend adjusted returns, price-to-earnings ratios, market cap, Beta, etc.)
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Experience with Snowflake
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Experience with Databricks and Spark
This is a hybrid position based in Los Angeles, CA which requires weekly attendance.
Los Angeles Capital is an SEC registered investment adviser and required to track certain political contributions under rule 206(4)-5. Therefore, you will be required to disclose your prior political contributions.
Los Angeles Capital is an Affirmative Action/Equal Opportunity Employer committed to providing employment opportunity without regard to an individual’s race, color, religion, age, gender, gender identity, sexual orientation, national origin, ancestry, marital status, medical condition, genetic information, veteran status or disability.
For more information about the company, please refer to our website at www.lacapm.com.
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