Job Title: Fixed Income Analytics Internship

Employer: Boyd Watterson Asset Management

Pay Rate: $20.00 per hour

Location: Cleveland, Ohio     


Boyd Watterson is a fast-growing company that focuses on sustaining our collegial culture as it expands.  Honesty and integrity are fundamental to our character and relationships.  Our managers are dedicated to being available and attentively listening to employees. 


The Opportunity

The Fixed Income Analytics Intern will be part of Boyd Watterson’s Analytics Group, collaborating with other departments to develop advanced analytics statistical/ machine learning models to improve business methods and processes.


Company Overview

Boyd Watterson Asset Management, LLC is an independent investment advisor specializing in fixed income, real estate, and equities. We deliver investment solutions tailored to meet the needs of Taft-Hartley funds, foundations and endowments, religious organizations, public entities, corporations, insurance companies, and advisory channel clients.

Our fixed income investment strategies range from short-term to liability-driven investing and high-quality to high yield.  Our real estate strategies are derived from our specialized capabilities in acquiring and managing real estate leased to the US General Services Administration (GSA), which houses key federal agencies nationwide.  We offer separately managed accounts, mutual funds, sub-advisory services, and bespoke solutions.


Major Duties and Responsibilities:

Develop a process for turning raw data series and factor inputs from a variety of sources into an organized system that can be utilized across the investment platform.

  • Develop deep understanding across all aspects of performance and risk modeling, portfolio construction, factor calculations, and translating output statistics into meaningful information

  • Explore and evaluate alternative data sources and new modeling techniques to solve investment problems

  • Support senior team members on conducting research on the intersection between economics and financial markets across a wide class of assets including equities, fixed income, credit, etc.

  • Build sophisticated predictive models, risk analytics and proper empirical methodology utilizing large amounts of structured and unstructured data

  • Use predictive modeling to optimize models, revenue generation, and other business outcomes

  • Perform industry analysis and quantitative research and back tests for various asset classes and products



  • Master’s or PhD in Finance, Mathematics, or Computer Science from a respected university

  • 2-5 years of experience and knowledge in the field of quantitative research and the specialized area of financial engineering, data science, or risk analytics as it relates to the securities industry

  • Strong background in machine learning, hypothesis testing, regression analysis, statistics, or probability, as well as experience in building predictive analytics on noisy data

  • Knowledge of financial engineering to analyze portfolio covering a wide range of financial instruments, including equities, fixed income, currencies, derivatives etc.

  • Experience using statistical computer languages (Python, R, SQL etc.) to manipulate data and draw insights from large data sets

  • Strong written and verbal communication skills, including ability to articulate recommendations in a concise and timely manner

  • Strong interest in investment management and long-term strategic investing


Interested candidates can forward resumes and cover letter to