Systematic Fast Trading Intern
Core
Developing high-frequency trading strategies and machine learning models to predict asset returns and convert them into profitable trading strategies.
Role type
Machine Learning Engineer / Quantitative Researcher Intern
Builds
High-frequency alpha portfolio, custom monetization stack, and trading strategies
Domain
High-frequency trading, quantitative finance, machine learning
Deliverable
production ML models
Required skills
Python, machine learning algorithms, statistical research, high-frequency tick data analysis, MLOps workflows
Preferred skills
Finance or technology research internship experience, converting ML models to trading strategies
Technologies
Python, MLOps, high-frequency infrastructure
Responsibilities
Develop high Sharpe, high-frequency trading strategies across asset classes; use ML and event-driven techniques to capture fast alphas; optimize trading and order placement; deploy models using MLOps
Seniority
Intern, penultimate year PhD student
