2027 Emerging Markets and Delta One Quantitative Researcher/Strat Intern
Core
Design novel predictive signals, enhance prediction algorithms, and contribute to trade execution, portfolio construction, and risk management for a quantitative trading business.
Role type
Quantitative Researcher/Strategist Intern
Builds
Predictive signals, trading algorithms, and portfolio models
Domain
Financial markets, quantitative trading, alternative data
Deliverable
production ML models
Required skills
Python, C/C++, SQL, probability and statistics, machine learning, time-series analysis, NLP, unstructured data analysis
Preferred skills
Financial industry experience, advanced degree in quantitative/technical field
Technologies
Python, C, C++, Java, SQL, R
Responsibilities
Design novel predictive signals, backtest and validate hypotheses, enhance prediction algorithms, collaborate with senior team members
Seniority
Intern
