Quantitative Systematic Trading Internship – Master's: Summer 2027
Core
Develop quantitative models and algorithms for systematic trading using large-scale data analysis, simulation, and machine learning to drive trading decisions in global financial markets.
Role type
Quantitative Systematic Trading Intern (Master's level)
Builds
Proprietary trading strategies and models for live markets
Domain
Financial markets / Quantitative trading / Machine learning
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 clusters
Responsibilities
Design and develop quantitative models, run strategies against historical market data, perform empirical analysis and backtesting, collaborate with researchers and traders to refine ideas
Seniority
Intern, Master's student