Jobbeschreibung
The Group Investment Management (GIM) division is responsible for managing the proprietary Munich Re and ERGO investment portfolio of around €250bn. Within the business unit Alternative Investment and Asset manager selection of GIM the Financial Assets & Solutions department (GIM1.3.2) is modeling the behavior of illiquid/alternative asset classes, determines the optimal asset allocation in alternative assets and supports investment manager and the asset manager selection team with quantitative methods. The methods used range from time series analysis, cash flow modeling, investment portfolio optimization up to use of Large Language Models for analysis of unstructured data.
Within this exciting environment you will strengthen the team as an intern within the department “Financial Assets & Solutions “. A candidate with strong quantitative and programming skills and experience in data analytics is needed.
Support the team in developing methods, models and processes for a structured analysis of alternative investments, specifically support in
- Data intake from in-house databases and integration of third party data sources including retrieval of market data from unstructured data sources via LLMs
- Automation of existing analysis tools and processes
- Further enhancement of our analysis tools and methods for alternative assets with respect to time series data analysis, development and calibration of risk models, portfolio optimization, development of cash flow models
- Participating in projects on investment topics
- Student of math, science, information technology, economics or business management with a strong quantitative orientation and excellent marks
- Proficient programming skills is a prerequisite, especially in Python
- Knowledge of quantitative methodologies, statistics and financial mathematics
- Data analysis and machine learning (familiarity with LLMs is a plus)
- Basic knowledge in capital markets and good macroeconomic understanding would be an advantage
Students from countries outside the EU require a German residence-/work permit.
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