Quantitative Developer Intern
Core
Designing, implementing, and deploying high-frequency trading algorithms and exploring trading ideas by analyzing market data and microstructure.
Role type
Quantitative Research Intern
Builds
High-frequency trading algorithms and analytical computation libraries
Domain
Quantitative finance, algorithmic trading, market microstructure
Deliverable
production ML models | product features
Required skills
Software development in C++, Python, or R/Matlab, Data analysis and modeling, Machine learning familiarity, Linux/Unix proficiency
Preferred skills
Experience with exchange simulators, Coursework or research projects in science and mathematics
Technologies
C++, Python, R, Matlab, Linux/Unix
Responsibilities
Designing and deploying high-frequency trading algorithms, Analyzing market data for patterns, Creating tools to analyze data, Contributing to analytical computation libraries, Developing and calibrating exchange simulators