Quantitative Research Intern – Systematic Trading/ Paris
Core
Develop systematic trading models from initial hypothesis through rigorous testing and validation, with potential progression to live implementation.
Role type
Quantitative Research Intern (Systematic Trading)
Builds
Systematic trading models and robust backtesting code
Domain
Financial markets / Quantitative trading
Deliverable
production ML models
Required skills
Python programming, quantitative research, mathematical modeling, hypothesis testing, backtesting, data analysis
Preferred skills
Final-year student status, background in Mathematics/Physics/Computer Science/Statistics, ability to work independently
Technologies
Python
Responsibilities
Form and test quantitative hypotheses using financial data, build robust research and analysis code, evaluate model behavior critically, take ownership of individual research projects from investigation to validation, work towards production implementation
Seniority
Intern
