2021 Remote Summer Intern- Quantitative Developer
Ellington Management Group is looking for summer interns with exceptional quantitative, analytical, and/or programming skills. While this is a remote internship, if the intern would like to work out of our headquarters in Old Greenwich, CT, we can accommodate that as well.
During the summer you may have an opportunity to work in our credit-related trading, credit-related research, or systematic strategies teams. You will use mathematical methods to solve financial problems, and you may program in languages such as C++, Python, or R to implement those solutions. Responsibilities will vary but could include analysis of large data sets, formulation of statistical models, assisting in executing trades, and building simple models for valuing and understanding risks of securities. Knowledge of statistics, option theory, and Monte Carlo techniques is useful but not necessary.
Quantitative Developers design and build all of the components necessary to integrate our models into Ellington’s trading and risk management platform. These models and trading systems support our Portfolio Managers’ trading decisions.
Over the course of the summer will work side-by-side with our Managing Directors, who are graduates of Harvard, Yale, and other top institutions and are among the most successful researchers and traders on Wall Street.