Quantitative Research Internship - PhD: Summer 2027
Core
Develop quantitative models and trading strategies using statistical inference, optimization, and large-scale data analysis to inform decision-making in global financial markets.
Role type
PhD-level quantitative research intern (IC)
Builds
Quantitative trading strategies and models
Domain
Financial markets / Quantitative research
Deliverable
production ML models
Required skills
Probability, statistics, optimization, numerical methods, quantitative modeling, Python, large-scale data analysis
Preferred skills
C++, scientific computing, high-performance computing
Technologies
Python, C++, high-end GPUs, large-scale computing infrastructure
Responsibilities
Design experiments, develop quantitative models, evaluate ideas through empirical analysis, research and develop models, turn models into trading strategies, run strategies against historical market data
Seniority
PhD candidate (penultimate/final year) or postdoctoral researcher