Investment Engineer Intern

Spent the summer on the investment engineering team, working day-to-day with investment engineers and meeting frequently with my manager and skip-level on research direction. Two main trading-model projects, plus a hackathon side project.

The first project was a long-rate bond model. I built a model that forecasts the long end of the yield curve from macroeconomic drivers — growth, inflation, and the other signals that move long rates — then compared the forecast against bond futures and constructed a trading strategy around the spread between model and market. Full pipeline: signal construction, backtesting across multiple historical regimes, position sizing, and risk overlay.

The second project was a Chinese equity flow model. The aim was to predict flow dynamics in Chinese equity markets and turn that signal into tradeable positions. Same pipeline structure as the bond model — signal validation, multi-regime backtesting, sizing — adapted to the very different microstructure and data availability of Chinese equities.

On top of the desk work, I built a natural-language research tool for the Bridgewater hackathon: a UI where analysts type a question in plain English ("how did 10y yields move around Fed cuts since 1990?") and get back interactive financial charts queried from Bridgewater's market and macro time-series data. I presented the tool and demoed it at the hackathon.