Equity Research Intern

COVID-19 has significantly impacted our business and we have taken the following steps to mitigate this impact:
applied to and received funding from the government’s CEWC (Canada Emergency Wage Subsidy) program; decreased
full-time, permanent headcount; eliminated non-essential expenses, and; prioritized planned new hires, rescinded offers,
and delayed start dates.

Interns are important to the future success of our company as they will contribute to the workflow and output necessary to
fulfill an influx of client requests, ultimately reducing customer churn during uncertain financial and economic times.

Scope: Work directly with Analysts across sectors and gain in-depth knowledge of the financial markets in the US and Canada

Key responsibilities & activities:
· Gain broad sector knowledge through our smallcap generalist team
· Create detailed financial models on both existing and new coverage and update current financial models for new results
· Conduct historical financial statement analysis and future period forecasting
· Work to improve current models and create summary output sheets for company comparison purposes
· Coordinate, generate and maintain research reports, presentations and database
· Preparing documentation for analysts and portfolio managers to explain how we handle adjustments, non-GAAP results, restatements, and other accounting principles
· Identifying inconsistencies in accounting across the database and implementing processes to correct them

Key activities to restore/modify business ops: Interns will be part of our strategic plan to increase the amount and degree of support, we’re providing existing clients, and offering to potential clients in order to increase the growth of ARR (after a significant decline in that growth as a result of COVID).

Faculty Supervisor:

Robert Helsley

Student:

Partner:

Canalyst

Discipline:

Business

Sector:

Finance and Insurance; Professional, scientific and technical services

University:

The University of British Columbia

Program: