This internship offers PhD students the opportunity to contribute to live research and trading initiatives within a leading algorithmic trading firm
Job Summary
This internship offers PhD students the opportunity to contribute to live research and trading initiatives within a leading algorithmic trading firm.
Interns will apply advanced statistical and mathematical techniques to develop, test, and validate quantitative signals and strategies across multiple asset classes.
The role provides full immersion in a collaborative research team where interns will document methodologies and present findings to senior researchers.
Matching Summary
This internship offers PhD students the opportunity to contribute to live research and trading initiatives within a leading algorithmic trading firm.
Skills & Requirements
Must-have
PhD student in quantitative discipline
Strong foundation in statistics and probability
Python programming with NumPy and Pandas
Experience with large financial datasets
Interest in systematic trading strategies
Nice-to-have
Familiarity with machine learning techniques
Prior research-driven environment experience
Collaborative team player
Clear verbal and written communication
Intellectual curiosity and eagerness to learn
Key Requirements
PhD enrollment expected completion 2026 or 2027
Quantitative field background (Math, Physics, Stats, CS)