Machine Learning Research Intern - Summer 2027 - Chicago
Core
Research intern developing machine learning algorithms and predictive models to inform trading strategies in global equities, futures, and options markets.
Role type
PhD-level machine learning research intern
Builds
Original ML algorithms and predictive models for quantitative trading
Domain
Financial markets (equities, futures, options) + Machine Learning
Deliverable
production ML models
Required skills
Deep learning fundamentals, neural network architectures, sequence modeling, training dynamics, optimization, Python, PyTorch, Tensorflow, JAX, probability, statistics
Preferred skills
Publications at NeurIPS, ICML, ICLR or equivalent conferences
Responsibilities
Design, develop, and apply original machine learning algorithms; Analyze large-scale datasets and develop predictive models; Conduct hands-on research with mentorship; Enhance understanding of quantitative trading through classroom instruction
Seniority
PhD candidate (2027–2028 graduation)