Quantitative Systematic Trading Internship - PhD: Summer 2027
On-site
Core
Develop quantitative models and trading strategies using large-scale data analysis, simulation, and machine learning for live financial markets.
Role type
PhD-level quantitative systematic trading intern
Builds
Proprietary trading strategies and models
Domain
Financial markets / Quantitative trading
Deliverable
production ML models
Required skills
Probability, statistics, optimization, numerical methods, Python, large-scale data analysis, mathematical modeling
Preferred skills
C++, scientific computing, high-performance computing
Responsibilities
Design experiments, develop quantitative models, evaluate ideas through empirical analysis and backtesting, run strategies against historical market data, collaborate with researchers and traders
Seniority
PhD candidate (penultimate/final year) or postdoctoral researcher