Director, Capital Markets Risk (Fixed Income)

Guardian Capital Group Limited (“GCG”) is a diversified financial services company that serves the needs of clients ranging from private clients to institutions.

The primary responsibility of the Data Science Intern is to leverage knowledge in machine learning techniques and AI tools to assist in the development of the company's proprietary R&D infrastructure and risk analytics for fixed income investment.

Working closely with the Fixed Income Team in an exciting live market environment, the candidate will work alongside our Senior Analysts and Portfolio Managers to develop models and tools to augment existing investment risk analytics and improve the systematic processes for fixed income asset allocation and security selection.

ESSENTIAL FUNCTIONS:

Quantitative Research (approx. 2 / 3 of work hours):

• Working on projects that enhance the automation of investment management processes and optimization of portfolio construction and security selection.
• Participating in quantitative research assignments including collecting, cleaning, and transforming data, building and testing machine learning models, etc.

Credit and ESG related analysis (approx. 1 / 3 of work hours):

• Updating proprietary ESG scoring models and reports, assisting in analyzing corporate bond issuers from an ESG perspective.

QUALIFICATIONS:

• Currently enrolled in math, statistics, data science, engineering or quantitative finance program with a strong understanding of software development and an interest in finance and investment analysis.
• Strong coding skills and experience in Python, SQL and prompt engineering.
• Knowledge and project experience in Machine Learning / Deep Learning / NLP / LLM preferred.
• Excellent written and verbal communication skills with ability to explain complex issues.
• Professional work ethic, ability to manage tasks and maintain confidentiality.
• Ability to work independently as well as within a team environment.