Early Careers Internship Program Investments –Data Engineer or Quant Developer (80-100%)

Das Wichtigste

Das bringst du mit

Education: Advanced student (Master/PhD) or recent graduate in Computer Science, Physics, Data Science, Mathematics, Quantitative Finance, or a related field. Software Engineering & Data Pipelines: Strong Python proficiency with the ability to write clean, modular, and production-ready code. Experience with automation, cron-jobs/orchestration, and Git version control. Database & Cloud Architecture: Solid expertise in SQL and hands-on experience setting up/managing cloud data warehouses (specifically Snowflake or Azure/AWS architectures). Frontend & Visualization: First experience building clean, interactive web applications/dashboards for data analytics (e.g., Python Streamlit, Plotly Dash, Shiny). Mindset: A high degree of autonomy. You enjoy taking a business requirement and figuring out the technical architecture to solve it independently. Finance Interest: Strong interest in commodity markets, financial indices, and derivative/futures markets. (Prior knowledge of portfolio construction or risk factors is a big plus, but not mandatory).

Deine Aufgaben

Build the Data Infrastructure: Design and implement a fully automated pipeline to ingest daily index position files, alongside futures price feeds from premium financial vendors (e.g., Bloomberg, Datastream) into our Snowflake database. Ensure Institutional Stability (DataOps): Create a bulletproof daily process, including automated monitoring tools, error handling, holiday calendars, and data-integrity checks to ensure no file is missed or corrupted. Implement Portfolio Analytics: Translate financial concepts into Python code, implementing various portfolio construction methodologies, factor models, risk/return look-through metrics, and contribution analysis. Develop a High-End Digital Dashboard: Build an interactive, crisp digital dashboard (e.g., using Streamlit, or similar) allowing to 'slice and dice' index data, look-through allocations, factor exposures, and risk metrics across multiple layers.

Das wird geboten

End-to-End Ownership: The rare opportunity to architect a system from scratch, put it into production, and see your work directly impact daily fund management decisions. Elite Financial Insights: Deep insights into institutional commodity markets, systematic vs. fundamental investing, and modern index methodologies directly from senior portfolio managers. Prime Zurich location: Modern collaboration spaces, and free on-site canteen offering freshly prepared lunches to keep you energized. Supportive and inclusive culture: Be part of a friendly, diverse team that values individuality and collaboration in an open-office setting. Tools for success: Access the latest technology and resources to excel in your role. Networking opportunities: join our NextGen community and meet other interns for lunch. Flat hierarchy and innovation: Collaborate at all levels and contribute to exciting projects in an agile, future-focused work environment. Paid internship: we offer standardized salary for all early career interns including free lunch.

Über die Stelle

At Vontobel, we believe diverse perspectives drive innovation and success. We’re excited to welcome passionate, ambitious, and curious students into our Early Careers Internship Program. Over 6 months, starting on 1 March 2027, you’ll gain hands-on experience and insights into the financial industry while building lasting connections in a globally recognized investment firm. As a Quant Data Engineer Intern, you will bridge the gap between financial data and institutional-grade infrastructure. Your mission is to design a robust, fully automated system that handles everything from daily data ingestion to advanced portfolio analytics and interactive visualization. You will build the backend, the data pipelines, and the front-end, translating financial concepts into Python code and developing a high-end digital dashboard.

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