Churchill Summer Internship : Portfolio Analytics

2026 Summer Internship Program for Analysts

Our 2026 Summer Internship Program for Analysts strives to provide you with a dynamic, comprehensive experience, exposing you to a number of critical components which builds the foundation for CAM's Senior Lending and Private Equity and Junior Capital businesses. Over the 8-9 week summer internship, you will work closely with the Portfolio Analytics team and various teams across the firm on a number of tasks.

Key Responsibilities and Duties :

• Portfolio summary data and analytics
• Evaluating the effectiveness of existing data, proposing data-driven recommendations for continuous improvement
• Calculation, review and delivery of performance metrics and investment track records
• Putting to use defensive and offensive analytics by identifying potential risks and developing strategies to mitigate them, while also effectively using data to drive opportunity identification
• Providing data support for Churchill's Investor Solutions Group & Client Services team with investor requests, DDQ's, RFP's and management reporting

Requirements :

Educational Requirements :

Work Experience :

Physical Requirements :

Career Level : 2IC

Base Pay will be $25.00 per hour

Related Skills Accountability, Adaptability, Business Acumen, Collaboration, Communication, Consultative Communication, Data Analysis, Influence, Market / Industry Dynamics, Problem Solving, Relationship Management

Anticipated Posting End Date : 2025-10-31

Base Pay Range : $32.00 / hr - $35.00 / hr

Actual base salary may vary based upon, but not limited to, relevant experience, time in role, base salary of internal peers, prior performance, business sector, and geographic location. In addition to base salary, the competitive compensation package may include, depending on the role, participation in an incentive program linked to performance (for example, annual discretionary incentive programs, non-annual sales incentive plans, or other non-annual incentive plans).