Internship - Data Scientist - Panel Bias Mitigation in Alternative Data
Paris, 75, FR
ABOUT CFM
Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.
ABOUT THE ROLE
Our Data and Research teams are working on extracting insights from a vast array of datasets (e.g. traditional financial data, but also exotic, alternative and sustainability related datasets) to develop sophisticated trading models alongside with portfolio optimization.
Alternative datasets are often derived from user panels, and by their very nature, these panels tend to present inherent biases.
The core objective of this internship is to explore and implement models (Bayesian Statistics, Machine Learning, etc…) to mitigate these biases, thereby enhancing the reliability of our data. You will need a rigorous mindset to replicate results from research notes, and creativity to then propose ideas and models to improve this baseline. You will also explore the predictive power of panels, using methods such as clustering and embedding.
SKILLSET REQUIREMENTS/QUALIFICATIONS
- You have a master’s degree in an applied quantitative discipline (e.g. Mathematics, Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance).
- You are proficient in Python and data/time-series manipulation
- You are fluent in written and spoken in English
- Capacity to process big datasets (knowledge in Spark is a plus).
- You have experience or an appetite in the aggregation of heterogeneous sources and the manipulation of huge datasets.
- You are able to think out-of-the-box, rigorous and have good communication skills
- You have the legal right to perform a 6-month internship in France (e.g. EU nationality, student visa, etc.)
EQUAL OPPORTUNITIES STATEMENT
We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.
FOLLOW US
Follow us on Twitter or LinkedIn or visit our website to find out more about CFM.
