Equity Volatility Quant Researcher Intern (Summer 2027)
Core
Internship role advancing quantitative research projects for real-world trading decisions in U.S. single stock and index options markets.
Role type
Quant Researcher Intern (Equity Volatility)
Builds
Quantitative research projects and enhanced research infrastructure/tools for trading and risk management
Domain
Financial services, Equity Volatility, Options Markets
Deliverable
production ML models | research
Required skills
Python, large-scale data handling, probability & statistics, time-series analysis, machine learning, optimization
Preferred skills
AI tool usage, creativity in workflow enhancement
Technologies
Python, large-scale volatility datasets, APIs, databases
Responsibilities
Monitor macro developments and market headlines for trading implications; collaborate with portfolio managers and researchers; perform quantitative research on volatility datasets; enhance research infrastructure and tools with AI emphasis
Seniority
Intern