2026 – Markets - Systematic Trading – Internship

About the role#

Quantitative traders use data analysis, mathematical modeling, and technology to design and implement proprietary algorithms for systematic trading strategies. As an intern in the Markets program, you will work alongside professionals to apply academic knowledge to real-world financial challenges. This 12-week program begins in either February or June, depending on your academic schedule. Successful completion may lead to a full-time offer.

What you'll do#

• Build algorithms for the automated trading of liquid instruments across electronic channels.
• Develop quantitative models for pricing, risk management, and execution.
• Conduct data analysis and backtesting to identify patterns and refine strategies.
• Make data-driven decisions to optimize liquidity and trading outcomes.
• Stay current with developments in artificial intelligence, machine learning, statistics, and programming.

What you'll need#

• Enrollment in a Bachelor’s, Master’s, or Ph.D. program in a quantitative field such as mathematics, science, engineering, or computer science.
• Object-oriented programming experience in at least one of the following: Python, Matlab, C++, Java, or C#.
• Strong analytical, quantitative, and problem-solving skills with demonstrated research ability.
• Excellent communication skills, including the ability to present findings to non-technical audiences.
• A demonstrated interest in systematic trading; prior financial market experience is not required.
• For Ph.D. candidates: Advanced proficiency in at least one programming language is expected for Associate-level eligibility.

Location & details#

• Location: New York, New York, United States.
• Modality: On-site.
• Employment: Full-time internship.
• Hiring process: Applications are reviewed and offers are extended on a rolling basis.