NORQUANT 2020 INTERNSHIP/ CALL FOR PAPERS

NorQuant invites Master and PhD students to submit thesis or research papers related to “Machine
Learning for Asset Management”. Papers should be submitted before Wednesday 27 May to
tn@norquant.no​.

Example research questions can be, but are not limited to: How to use machine learning to better
predict stock returns? Can we use machine learning to improve risk management? How can we use
machine learning to extract valuable signals for investment decisions? Can we interpret the models
and understand what features are most important and in which way?

Five finalists will be selected by the jury and invited to an online presentation and defence of their
paper in a short 5 minute pitch followed by a 5 minute Q&A session with a jury on Tuesday 2nd June
at 16:00. The jury will consist of:
- Prof. Marcos Lopez de Prado, “Quant of the year 2019” by the Journal of Portfolio
Management. CIO of True Positive Technologies and professor of practice at Cornell
University’s School of Engineering. Formerly principal and head of Machine Learning at AQR
and founder of Guggenheim Partners’ Quantitative Investment Strategies. Author of
“Advances in Financial Machine Learning” and “Machine Learning for Asset Managers”
- Laurens Swinkels, Research Director at Robeco, and Assistant Professor, Erasmus University,
Rotterdam, and Board Member at Norsk Forening for Kvantitativ Finans
- Kjersti Aas, Assistant Research Director at Norsk Regnesentral and Board Member at Norsk
Forening for Kvantitativ Finans
- Alberto Guillen Jimenez, Head of Analysis at NorQuant AS

The winning paper will receive ​20 000 NOK and the opportunity to take a 3-month paid internship at
NorQuant in the Summer/Fall of 2020 to further develop their research. The internship will be a
paid, temporary position. Working place will be NorQuant’s office in Oslo but with flexible working
hours and possibility to work from a home office.

Eligibility
Eligible participants must come from a business school, university or research institution in Norway
or another Nordic country. Relevant study backgrounds are Finance, Economics, Mathematics,
Statistics or Computer science.
Papers should be submitted at the latest on Wednesday 27th May 2020 to ​tn@norquant.no
Please write in the subject line “NorQuant Internship” and include in the email your contact
information (name, email address, phone), academic institution, expected date of graduation, title of
the paper, and the paper and your CV as pdf-attachments.
More questions can be sent to NorQuant’s CEO Thomas Nygaard ​tn@norquant.no​. Only shortlisted
candidates are contacted for further questions/ follow-ups.

About Norquant
Founded in 2016, Norquant is an investment firm in the financial market. We also assist family
offices and other investment companies with quantitative technology for their investment
strategies. Our investment strategies are based on years of experience and evidence-based
quantitative financial research.

In 2019, NorQuant was awarded ​NOK 14 million research funding from Norges Forskningsråd for our
4-year research project on the use of machine learning for sustainable investment strategies.