About the role#
The Quantitative Researcher internship for Summer 2027 offers an opportunity to work within a proprietary trading firm focused on high-frequency quantitative trading. Interns may rotate across different tracks, including high-frequency trading and prediction market trading, to gain experience in global financial markets, commodities, and digital assets.
What you'll do#
- Analyze order book and market trade data to generate high-frequency signals with statistical significance.
- Construct alpha signals and monetize latency-sensitive, capacity-constrained strategies.
- Engage in sports and prediction market trading using quantitative pricing and liquidity management techniques.
- Monitor and analyze sports prediction markets, including betting odds and price movements, to provide insights for predicting outcomes.
What you'll need#
- Currently 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) prop shops, trading firms, or hedge funds.
- Strong programming proficiency in Python, specifically with NumPy and pandas, and C++.
- Experience with Machine Learning or Deep Learning.
- An understanding of market microstructure and experience in data-driven research and strategy development.
Location & details#
- Location: New York, New York (On-site).
- Term: Summer 2027.
- Sponsorship: Visa sponsorship is available for qualified candidates.
- Employment: Full-time internship.
