About the role#
InfiniteQuant is hiring interns for a Summer 2027 Quantitative Researcher position in New York. This role focuses on high-frequency statistical arbitrage and market-making strategies. Interns may rotate across different tracks to gain experience in various areas of the firm.
What you'll do#
- Analyze order book and trade data to generate high-frequency signals.
- Build alpha signals for latency-sensitive and capacity-constrained strategies.
- Participate in sports and prediction market trading.
- Monitor and analyze sports prediction markets, including betting odds and market sentiment.
- Provide insights to help predict sports outcomes.
What you'll need#
- Current pursuit or completion of a Master's or Ph.D. in a quantitative discipline such as Computer Science, Data Science, Mathematics, Statistics, Physics, or Engineering.
- Understanding of market microstructure.
- Prior experience at a leading HFT prop shop, trading firm, or hedge fund.
- Strong proficiency in Python and C++.
- Experience with machine learning or deep learning.
- Skills in data-driven research, advanced statistics, and strategy development.
- Experience in crypto trading or competitive platforms like Kaggle is a plus.
Location & details#
- This internship is based on-site in New York, New York.
- The role is full-time.
- Visa sponsorship is available for qualified candidates.
About InfiniteQuant
InfiniteQuant is a proprietary trading firm founded in 2020. The company operates in the capital markets sector and focuses on high-frequency quantitative trading. It maintains offices in New York, Dubai, and Hong Kong. The firm develops its trading systems, simulation tools, and data strategies in-house.
How to get in at InfiniteQuant
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