Quantitative Systematic Trading Internship - PhD: Summer 2027
On-siteVisa sponsorship offered
Core
Model full-time employee work, build alphas on actual trading strategies, and execute ideas under simulated competition using probability theory, statistics, and machine learning.
Role type
PhD-level quantitative systematic trading intern
Builds
Alpha models and trading strategies for a global quantitative trading firm
Domain
Quantitative finance / Systematic trading
Deliverable
production ML models
Required skills
Probability theory, statistical analysis, machine learning, Python programming, large data set analysis
Preferred skills
C++ or low-level language experience, strategic game interest
Technologies
Python, C++
Responsibilities
Model market behavior to generate alphas, create execution strategies, backtest ideas using historical data, collaborate across teams
Seniority
PhD candidate (penultimate or final year)