The board
- Hours
- Full time
- Where
- New York, NY
- Posted
- Sep 23
Founded in 1939, Neuberger is a private, independent, employee-owned investment manager. From offices in 40 cities worldwide, the firm manages $567 billion in client assets (as of March, 2026) across a range of strategies—including equity, fixed income, quantitative and multi-asset class, private equity and hedge funds—on behalf of institutions, advisors and individual investors globally.
We are seeking a highly motivated Summer Quantitative Analyst to join in New York. The Summer Quant position will focus on Quantitative Analysis, Portfolio Analysis & Modeling to provide quantitative research, analysis and support to the Institutional Solutions, and Risk businesses. The internship will be 12 weeks in length, including six-week rotations across each of two businesses for broad exposure to quantitative careers within the asset management industry.
What you'd do
- Conduct generalist quantitative research using demonstrable market knowledge and intuition across multiple asset classes, including fixed income and equity markets globally, as well as alternative asset classes.
- Research will be academic and buy-side oriented.
- Solve real world portfolio management problems in a largely autonomous fashion while collaborating with team members.
- Translate academic and/or buy-side research into theses that are implementable and actionable.
- Conduct statistical analysis and develop sophisticated quantitative financial models used for asset allocation and security selection.
- Perform portfolio optimization, performance and attribution analysis, and portfolio risk (coherent measures) analysis.
- Build financial models to perform back tests on asset allocation and security selection strategies.
- Stay connected and current with academic finance research and developments and present findings to team members.
- Prepare materials for presentations.
- Help on daily portfolio management tasks in the areas of cash management, risk reporting and performance attribution.
What they want
- Master’s degree candidates are encouraged in Financial Mathematics or related quantitative field or foreign equivalent.
- Qualified undergraduates in Finance, Mathematics or related STEM field considered.
- Expected graduates in December 2027 or Spring 2028 only.
- Strong statistical, econometrics and applied mathematics grounding.
- Knowledge of fixed income and equity markets.
- Passion for investing.
- Experience developing quantitative models to evaluate the expected return and risk associated with portfolio management decisions is a plus.
- Programming experience required; specific experience in Python, R, and SQL preferred.
- Excellent verbal and written communication skills.
- Starts
- 2026-09-23