Quantitative Research Intern

We're looking for a motivated Quantitative Research Intern to join our research team for a summer or semester-long internship. This is an excellent opportunity for students pursuing degrees in mathematics, statistics, computer science, physics, or related fields to gain hands-on experience in quantitative finance. As an intern, you'll work directly with our senior researchers on real trading strategies, learning the entire lifecycle from hypothesis generation through backtesting to production deployment. You'll gain exposure to financial markets, systematic trading strategies, and the infrastructure that powers them. This internship is designed to be a learning experience—we don't expect you to know everything on day one. We're looking for curiosity, strong analytical skills, and the ability to write clean code. If you're passionate about applying quantitative methods to financial markets, this could be the perfect opportunity. What You'll Do Assist in developing and testing systematic trading signals across equities, futures, and options Conduct factor analysis and research on market microstructure, volatility, and risk premia Build and improve backtesting frameworks using Python and our internal research platform Perform statistical analysis of strategy performance, including risk-adjusted returns and drawdown analysis Collaborate with the team on optimizing portfolio construction and position sizing Document research findings and present results to the research team Contribute to internal tools for data analysis and visualization Requirements Currently pursuing a Bachelor's or Master's degree in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, or related quantitative field Strong programming skills in Python (NumPy, Pandas, Matplotlib experience preferred) Solid understanding of probability, statistics, and linear algebra Familiarity with data analysis and statistical modeling Ability to work with large datasets and perform quantitative analysis Strong problem-solving skills and attention to detail Excellent communication skills and ability to work in a team environment Nice to Have Prior internship or coursework in quantitative finance or algorithmic trading Experience with time series analysis and econometrics Knowledge of machine learning techniques and their application to financial data Familiarity with SQL and database management Experience with Git/version control and collaborative development workflows Understanding of financial markets, derivatives, and trading mechanics What You'll Learn How to design, test, and evaluate systematic trading strategies Best practices in quantitative research and reproducible analysis Real-world application of statistical methods to financial data Risk management and portfolio construction techniques How to work with production-grade financial data and infrastructure #J-18808-Ljbffr