Mathieu Sauterey

Mathieu Sauterey

Mathieu Sauterey, Quantitative Investment Intern, Varadero Capital

“I supported the investment research effort of the firm by helping my team develop a credit analysis tool. The purpose of this tool was to gain additional insight on the pricing of loan coupons, on a risk adjusted basis. Thanks to the quality of the MA Statistics program and the excellence of my internship mentors, I was well prepared to work on this project which entailed writing SQL scripts and building machine learning models in R. Additionally, my team and I used Tableau to visualize our findings and we successfully delivered clear credit investment recommendations to higher management.”

 

Atishay Sehgal

Atishay Sehgal

Atishay Sehgal, Data Fellow (The City of New York)
 
“This summer, I worked at the Staten Island Borough President’s Office as their sole Data Scientist. I worked on a few projects including evaluation of a Randomized Control Trial – assessing the effect of cardiovascular exercise on academic outcomes on Staten Island, making a case for affordable housing for senior residents of Staten Island, evaluation of the rollout of the MTA’s new express bus service and other small projects. Each of the projects included the use of R extensively, Statistical Inference, Machine Learning and Data Visualization in RShiny. We published our findings on RPubs too.”

Scott Szatkowski

Scott Szatkowski

Scott Szatkowski, Intern, DRW Holdings

“As a Risk Analyst Intern at DRW I worked directly with Senior Risk Managers to develop two network-hosted R Shiny applications which identified financial behaviors of interest. The first identified abnormal patterns in LIBOR and OIS term rate curves for several currencies and the second analyzed patterns in implied volatility surfaces for treasury options, commodity futures options, and index options. I also aided in writing an option pricing tool for the desk’s central risk program and reviewed the group’s historical interest rate derivative databases to classify unreliable data.”

Summer Internships 2018 (Partial List)

ADP
AECOM
Alibaba Group
Alliance Bernstein
Ascensia Diabetes Care
Avlino Inc
Baidu, Inc
BASF
Bayesquare
Black Hole Capital
Blizzard Entertainment HQ
Button
China Development Bank
China Tower
CITIC Securities
CollegeNode
Columbia University
Columbia University Medical Center
Cylera
Deloitte China
Dow Jones & Co.
DRW Holdings
Expedia Group, Inc.
Facebook
Georgetown University
Global Key Advisors
GNY Insurance
Guzman Energy
IDG Capital
LEAP
Mercer China
New York State Psychiatric Institute
Numerical Method
PwC
SAFA
Sandglass Capital Management
Sawyer Studios
SiriusXM
Sumitomo Mitsui Banking Corporation
Syrah Capital
The Alberleen Group
The City of New York: Office of the Staten Island President
TIAA
Uniqlo China
Varadero Capital
VIP.com
Wanlian Securities