State Street Bank & Trust Co. Data Science Summer Intern - Ungergraduate (NYC) in New York, New York
Summer Intern, truView
truView is a multi-asset-class analytics platform offered as a service to clients of State Street. Initially developed to serve hedge funds within State Streets IFS subsidiary, truView now serves a wide variety of institutional investors, including pension funds, asset managers, and insurance companies, in addition to a growing portfolio of hedge fund clients. The system currently processes more than 50 million positions per month, representing trillions in securities.
truViews risk measurements are done using a full repricing methodology, requiring a large array of valuation models for cash and derivative instruments. truViews risk services offers a suite of product such Enterprise risk management, liquidity risk management, factor modeling, transparency and portfolio look-through, and macro-economic stress testing.
The position will focus on the macro-economic stress testing, analyzing links between models built by the truview team, and relevant news curated to surface impact on a clients portfolio within State Street Global Exchange newest mobile technology leveraging machine learning and natural language processing.
A member of the Macro-economic Research team analyzing linkage between recent news and portfolio risk profile changes, using tools such as:
Programming (Python preferred)
Machine Learning Processes
Natural Language Processing
Pursuing an Undergraduate degree in statistics, mathematics, artificial intelligence or operational research
Python programming skills
Strong interest in data science
Strong verbal written and interpersonal communication skills
Strong sense of curiosity about how news may impact investment portfolios
Strong interest in economic and political news as it relates to the investment world
VEVRAA Federal Contractor
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