Quantic - PhD Quantitative Researcher Intern (Summer 2027)
Core
PhD intern conducting quantitative research to develop predictive signals, systematic trading strategies, and machine learning models for global equities, options, and futures.
Role type
PhD Quantitative Researcher Intern
Builds
Automated trading systems, predictive signals, and research infrastructure
Domain
Quantitative finance / Algorithmic trading
Deliverable
production ML models | research
Required skills
Python, R, statistical modeling, machine learning, time-series analysis, optimization, large dataset handling, API/database interaction
Preferred skills
AI/LLM application, creativity in process enhancement
Technologies
Python, R, LLM-based analytical pipelines
Responsibilities
Research, design, and test predictive signals and systematic trading strategies; Extract and analyze large datasets using advanced statistical methods; Develop machine learning models to predict asset returns and risks; Design and implement scalable code for the investment process; Enhance research infrastructure and tools for trading and risk management
Seniority
Intern