Algorithm Development (Quant Research & Trading) Internship – Summer 2027

About the role

Algorithm Development interns research and implement automated trading strategies across high- and mid-frequency trading and machine-learning teams. Working with mentors, they use quantitative modeling, machine learning, time-series analysis, large datasets, and Python/C++ software to study market behavior, build predictive models, run simulations, and improve trading strategies.

Responsibilities

• Conduct quantitative research and data analysis using proprietary Python/C++ infrastructure and third-party tools.
• Apply machine learning and time-series techniques to complex datasets and market-behavior analysis.
• Build predictive financial-market models using market and non-market data.
• Run simulations and process large datasets using the company’s compute cluster.
• Develop software to improve automated trading strategies in collaboration with researchers, traders, and developers.
• Rotate between high-frequency, mid-frequency, and machine-learning trading teams.

Program Experience

• Work closely with experienced full-time mentors on impactful algorithm-development projects.
• Attend technology talks covering markets and the company’s trading philosophy.
• Participate in speaker sessions, trading games, mentorships, and social events throughout the summer.

Requirements

• Be a full-time undergraduate or master’s student in mathematics, physics, computer science, statistics, or a related quantitative discipline.
• Demonstrate programming experience in Python.
• Have experience with statistical analysis, numerical programming, or machine learning using Python, Pandas, NumPy, R, or MATLAB.
• Show enthusiasm for applying quantitative models and technology to real-world problems.
• Demonstrate strong communication skills.