Data Scientist - Intern
AXA Investment Managers
The purpose of the role:
• Merge Rosenberg and TSFD TCAs
• Improve best execution monitoring by building a model to estimate pre-trade transaction cost
Area of Responsibilities
• Build a state of the art Equity TCA: build new reports for traders and PMs and implement controls on data quality
• Enhance management and regulatory reports (multi-asset report, BECOM, investment committee, listed derivatives…) and ensure the data is consistent amongst them
• Improve best execution monitoring: build a model to estimate pre-trade transaction cost for trades targeting VWAP and CLOSE, compare actual broker’s performance to this pre-trade cost and build comprehensive dashboards to monitor broker’s net performance.
• Coding improvement: simplify our architecture and queries where possible
• Ad-hoc TCA analysis: find ways to improve liquidity and minimise transaction cost.
• Help the Electronic Trading and Data team to automate the trading workflow.
• Currently pursuing a master’s degree in mathematics, finance, and data science (final year student)
• Prior internship experience in data science or quantitative trading is desirable but not required
Knowledge and Skills
• Strong numerical and analytical background
• Interest for quantitative finance and research
• Deep academic knowledge of mathematics fundamentals: probability, statistics, analysis
• Knowledge in programming and data management (Python, SQL, Tableau)
• Curious and eager to learn
• Aptitude for problem solving and finding clever solutions to complex unstructured systems
• Ability to articulate ideas clearly with sharp communication skills and a teamwork mentality
• Proactive, results-oriented
• Fluent spoken and written English