Quantitative Researcher Intern, Bachelor or Master

About the role

This internship is for penultimate- or final-year bachelor’s and master’s students interested in quantitative trading. Interns will develop trading algorithms, analyze market data and microstructure, build analytical tools, and improve exchange simulators while working with C++, Python, Linux/Unix, and financial-market concepts.

Responsibilities

• Design, implement, and deploy mid- to high-frequency trading algorithms.
• Analyze market data and market microstructure to identify trading patterns and ideas.
• Create tools for analyzing market data and identifying patterns.
• Contribute to analytical computation libraries supporting market data analysis and trading.
• Develop, augment, and calibrate exchange simulators.

Required Qualifications

• Currently pursuing a bachelor’s or master’s degree in the penultimate or final year.
• Major in computer science, mathematics, physics, machine learning, or a related field.
• Proficiency in an object-oriented programming language; C++ and Python are preferred.
• Working knowledge of Linux or Unix.
• Strong problem-solving, communication, and multitasking abilities in fast-paced environments.
• Passion for new technologies and ideas, with an interest in financial markets.

Preferred Qualifications

• Previous industry experience or participation in relevant Olympiads.
• Familiarity with machine learning, data analysis, market research, and data modeling.

Benefits and Development

• Competitive compensation package.
• Free breakfast, lunch, and snacks daily.
• Networking and social events.
• Opportunities to learn from senior management across the firm.
• Mentors from the candidate’s alma mater and other top institutions.