Quantitative Research Intern - Summer 2026
Acadian Asset Management is a global, systematic investment manager at the forefront of data-driven investing since 1986. Headquartered in Boston, with locations in Singapore, London, and Sydney, we manage over $120 billion on behalf of leading institutions worldwide—including pension funds, endowments, foundations, and sovereign wealth funds. We harness advanced technology, rich datasets, and multidisciplinary expertise to help clients navigate complex markets and uncover insights that may be overlooked by traditional approaches.
What sets Acadian apart is our people. We foster a collaborative, intellectually curious environment where ideas are tested, diverse perspectives are welcomed, and innovation thrives. We’re united by a shared purpose: delivering effective client outcomes and supporting one another in work that’s both challenging and rewarding. We offer a flexible hybrid work environment, strong benefits, and a casual but focused office culture—all designed to support the meaningful, collaborative work that defines Acadian.
Position Overview:
We are seeking several exceptionally talented and motivated individuals for the position of Quant Research Intern. Interns will have the opportunity to work with senior researchers and portfolio managers. This is a hands-on opportunity for individuals to gain experience at a top-tier quantitative investment management firm. Successful candidates will apply their skills in a dynamic work environment to support the development of sophisticated investment models.
Acadian supports a hybrid work environment; Interns will be expected on-site in the Boston office a minimum of 3 days a week.
What You’ll Do:
- Conduct ground-breaking research to generate enhancements to Acadian’s systematic equity models, portfolios, and trading practices.
- Assist with portfolio oversight across different strategies, including risk management and attribution.
- Explore new datasets, apply sophisticated statistical techniques, and write code to develop signals for predicting equity returns.
We’re Looking for Teammates With:
- Progress towards a Bachelor’s, Master’s, or PhD degree in finance, math, computer science or other analytical discipline required
- Programming experience required; working knowledge of Python and SQL preferred
- Strong statistics and data management skills and a willingness to independently dissect, evaluate, and interpret results
- Ability to translate qualitative intuition and insights into testable hypotheses
- Motivation to learn quickly and formulate ideas independently
- Superior written and verbal communication skills
- Ability to work autonomously and in collaboration with other interns and investment professionals