AdresseAbout Scientific Beta
An EDHEC and Singapore Exchange (SGX) venture, Scientific Beta is a Nice-based spin-off of the EDHEC-Risk Institute acquired by SGX in 2020.
We are an independent index provider specializing in smart beta strategies, with expertise in factor-based, ESG/Climate and macroeconomics (e.g. Inflation) risk-managed solutions. With our close research collaboration
with EDHEC Business School, we are one of the most trusted sources of scientific investment insights and robust institutional index solutions for the ultimate benefit of asset owners. We offer both core index solutions – single factor and multi-factor indices, low carbon and ESG indices, and macroeconomic factor equity indices – for asset owners and satellite index solutions for
asset owners via asset management partnerships.
In 2022, Scientific Beta was recognized as the world's “Best Specialist ESG Index Provider” at the ESG Investing Awards by an independent jury of ESG professionals. Moreover, the Scientific Beta research is routinely published in top journals, being recognized as a thought leader and winning
accolades such as the 2023 Graham and Dodd Award of Excellence. As of July 2022, there were over USD 52bn of global assets replicating Scientific Beta indices.
We have a dedicated team of people who cover research, development, production, operation, client services and promotion of our index offerings.
For more information about Scientific Beta, please visit www.scientificbeta.com.
Quantitative Index Analyst – Index Department (internship)
As part of the development of its index development activity, Scientific Beta is recruiting an intern for Quantitative Index analysis. The internship will be based in Nice (France) or in London (UK) and is for a period of minimum six months.
The intern will be responsible for Quantitative Index development, performance analysis and reporting on systematic equity investment strategies, including the Scientific Beta smart factor indices. The role requires sound knowledge of advanced computational tools (such as MatLab, Python and SQL), advanced knowledge of spreadsheet products and proficiency in data management. The successful candidate will also have an excellent command of financial theory and applied statistics/econometrics, as well as a keen interest in empirical work with financial data and applying advanced research-based concepts in practice.The position focuses on computational tasks but also requires the candidate to present a reasoned analysis of his or her results. The intern will also be expected to draft reports and presentation materials based on quantitative results. The role will require the candidate to use concepts from performance measurement and portfolio theory, as well as applied econometrics and statistics to analyse investment strategies. For example, the candidate might work on analyzing performance over time and in different market conditions, assessing implementation issues and transaction costs, as well as examining and explaining different portfolio construction steps.
