About the role#
This internship program is designed for students and recent graduates interested in high-frequency statistical arbitrage and market-making strategies. Interns may rotate across different tracks to gain comprehensive experience in quantitative research. The role focuses on global commodities, digital assets, and sports prediction markets.
What you'll do#
- Analyze order book and market trade data to generate high-frequency signals with statistical significance.
- Construct alpha signals and work on monetization for latency-sensitive, capacity-constrained strategies.
- Engage in sports and prediction market trading using quantitative pricing and liquidity management techniques.
- Monitor and analyze betting odds, price movements, and market sentiment to provide insights for predicting sports outcomes.
What you'll need#
- Pursuing or holding a Master's or Ph.D. in a quantitative discipline such as Statistics, Mathematics, Computer Science, Finance, Economics, Data Science, Electrical Engineering, or Physics.
- Experience in leading high-frequency trading (HFT) proprietary shops, trading firms, or hedge funds.
- Strong proficiency in Python, specifically with NumPy and pandas.
- Proficiency in C++.
- Experience with Machine Learning or Deep Learning.
- Understanding of market microstructure.
Location & details#
- Location: New York, New York.
- Term: Summer 2027.
- Modality: On-site.
- Employment: Full-time internship.
- Sponsorship: 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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