Quantitative Research Intern
Core
Solving challenging problems in a trading environment using statistical algorithms, machine learning, and derivatives pricing theory for non-latency sensitive multi-asset class strategies.
Role type
Quantitative Research Intern
Builds
Systematic equity trading and fixed income options strategies
Domain
Quantitative Finance / Derivatives Trading
Deliverable
production ML models
Required skills
Python (numpy, pandas, scikit-learn), statistical analysis, mathematical modeling, probability theory, stochastic calculus, numerical algorithms (finite differences, Monte Carlo simulation)
Preferred skills
Natural Language Processing, High-Performance Computing, publication in top-tier journals
Technologies
Python, numpy, pandas, scikit-learn
Responsibilities
Create practical solutions for systematic equity or fixed income options desks; Conduct statistical analysis of market data and historical trends; Formulate and apply quantitative methods to identify trading opportunities; Build and refine research infrastructure and tools with traders and researchers
Seniority
Intern