Quant jobs / Acadian Asset Management

Quantitative Investment Internship Program – Summer 2027

A 10-week summer internship for Master's and PhD students at Acadian, a systematic investment manager. Each intern owns one substantial project drawn from live research, portfolio or technology needs.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop and test signals that predict returns and risk
Examine how the firm's risk models behave and what they assume
Work on portfolio construction, trading costs and multi-account implementation
Build internal tools and data pipelines, including generative-AI tools

What they ask for

Required

Enrolled in a Master's or PhD in a quantitative subject, finishing December 2027 to June 2028
Python coding
Interest in quantitative methods in markets
Experience taking an empirical project from question to result
Available in Boston for 10 weeks

Education: Current Master's or PhD student in a quantitative discipline
Experience: Students with a thesis, paper or project involving original data analysis
Languages and tools: Python
Markets: equities

How to prepare

Complete a signal replication study from an academic paper using real data
Learn portfolio construction with transaction costs in Python
Study risk models and factor exposures
Prepare a concise project story: question, method, result, limitations

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Acadian Asset Management’s site before applying: requirements, location and pay can change after we check them.

View the posting on Acadian Asset Management’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Acadian Asset Management and doesn’t handle applications.