Summer 2027 Quantitative Research Internship
Core
Develop quantitative trading models using statistical arbitrage strategies and market anomaly research.
Role type
Quantitative Research Intern
Builds
Quant trading models for systematic trading strategies
Domain
Financial markets (equities, futures, FX) + Quantitative Finance
Deliverable
production ML models
Required skills
Python, C/C++, computational math, probability, statistics, analytical problem solving
Preferred skills
PhD in math/physics/statistics/EE/CS, experience in start-up environments
Technologies
Python, C/C++