Campus Quantitative Researcher, PhD (Intern)
Core
10-week intensive PhD research internship focusing on predictive modeling, alpha research, and improving live trading systems using real market data.
Role type
PhD Quantitative Research Intern
Builds
Predictive trading models and systems for live markets
Domain
Quantitative finance / High-frequency trading
Deliverable
production ML models
Required skills
Systematic research thinking, Ownership of research, Experience with real-world data analysis, Python programming, Hypothesis formulation and statistical testing
Preferred skills
C++ proficiency, Financial markets familiarity
Technologies
Python, Supercomputing grid
Responsibilities
Match with a trading team and own a research project end-to-end, Collect and clean large datasets to engineer predictive features, Build, fit, and evaluate models on a supercomputing grid, Present research results to the team and mentors
Seniority
Intern, PhD student