Quantitative Researcher - 2027 Summer Internship

Posted 4 Days Ago
Be an Early Applicant
4 Locations
In-Office
Internship
Financial Services
The Role
Conduct quantitative research on market behavior and trading strategies. Responsibilities include discovering predictive patterns, designing statistical and machine-learning models, building AI research agents, developing large-scale research infrastructure, running experiments and backtests, and translating findings into production-ready trading signals. Interns complete an end-to-end research project while collaborating with researchers and technologists.
Summary Generated by Built In

At Graviton, every strategy, model and edge begins not with instinct, but with someone asking a better question than everyone else.

As a Quantitative Research Intern, you'll spend 10-12 weeks working on research that directly shapes how we understand markets and build trading strategies. You'll collaborate with researchers and technologists to investigate market behaviour, test hypotheses, build predictive models and solve problems where the answers aren't obvious.

This isn't an internship where you observe from the sidelines. Outstanding work has the potential to shape production strategies and generate real, measurable returns.

Ideal candidates are quantitatively sharp, practically minded problem solvers, programmers, mathematicians and scientists who are excited to solve the hardest problems in our field, across our offices in the US, Singapore, Amsterdam and London.

What You'll Work On

You'll work on real research problems, not simulated exercises, discovering predictive patterns from billions of market events, designing statistical models, and applying machine learning to open research problems. Your work would include:

  • Discovering predictive patterns from billions of market events
  • Designing statistical models that identify trading opportunities
  • Applying probability, optimization and machine learning to open research problems
  • Building AI-powered research agents that accelerate experimentation
  • Developing infrastructure for rapid, large-scale research
  • Designing experiments and backtests to evaluate hypotheses
  • Translating research into production-ready trading signals
  • Exploring new ML, AI and quant finance techniques to find the next source of alpha

What You'll Learn

Beyond the technical exposure, you'll learn how experienced researchers approach hard problems: breaking them down, questioning assumptions, and deciding based on evidence rather than intuition. You'll be paired with a mentor, reporting manager and buddy, with regular code reviews and feedback throughout the internship.

What Success Looks Like

Successful interns leave having delivered a complete research project from hypothesis to evaluation, built statistically rigorous models, and demonstrated curiosity, ownership and the ability to solve open-ended problems.

Who We're Looking For

We're looking for exceptional students who genuinely enjoy solving hard problems.

  • Full-time undergraduate, Master's or PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related field), graduating 2028
  • Strong programming skills in Python and/or C++
  • Grounded in probability, statistics, linear algebra and optimization, with experience in machine learning, statistical modelling or data analysis, whether through coursework, research or personal projects
  • Comfortable working with large, complex datasets, with strong analytical thinking
  • A passion for applying quantitative thinking and rigorous research to solve open-ended problems in markets
  • Strong communication skills, with the ability to explain complex ideas clearly

Our Culture

More than specific technologies, we care how you think. We look for people who are curious enough to question assumptions, analytical enough to separate signal from noise, persistent enough to keep searching past the first answer, humble enough to keep learning, and excited by problems without textbook solutions.

At Graviton, researchers sit alongside engineers to solve problems where milliseconds matter and better models create real competitive advantage. You'll get meaningful ownership from day one, in a culture built on intellectual honesty and continuous improvement. Your contribution won't be measured by hours spent, but by the quality of your thinking.

Markets are among the most complex systems humans have ever created. Every day, someone discovers a better answer. This summer, that someone could be you.

Skills Required

  • Full-time undergraduate, Master's, or PhD student in mathematics, physics, computer science, statistics, or a related quantitative discipline
  • Expected graduation in 2028
  • Strong programming skills in Python and/or C++
  • Knowledge of probability, statistics, linear algebra, and optimization
  • Experience with machine learning, statistical modeling, or data analysis through coursework, research, or personal projects
  • Ability to work with large, complex datasets
  • Strong analytical thinking and quantitative problem-solving skills
  • Passion for applying quantitative methods and rigorous research to markets
  • Strong communication skills and ability to explain complex ideas clearly
Am I A Good Fit?
beta
Get Personalized Job Insights.
Our AI-powered fit analysis compares your resume with a job listing so you know if your skills & experience align.

The Company
HQ: Gurugram
225 Employees
Year Founded: 2014

What We Do

Graviton is a quantitative investment firm established in 2014. Since our inception, we have created a team of researchers, portfolio managers, and technologists. The use of quantitative analysis and insights in financial markets enables us to compete in some of the most complex and competitive products. As an emerging electronic trading firm, we integrate disciplines such as computer science, finance, systems engineering, and statistics. We have a team of passionate engineers and traders who have built some of the fastest systems for trading. Graviton has some of the most accomplished quantitative traders in India. We have separate trading teams who use a wide range of trading strategies across different asset classes. Each of our trading teams maintains a focus on their individual processes while being supported from the core support team. Our trading teams have strategic autonomy but have access to resources which are shared across the organization like software, technology, and connectivity. They also exchange market data and memberships, compliance and all related support functions which are needed to handle the business process with precision.

Similar Jobs

NBCUniversal Logo NBCUniversal

Director, Product Sports & Programming

AdTech • Cloud • Digital Media • Information Technology • News + Entertainment • App development
Remote or Hybrid
Amsterdam, NLD
95K-110K Annually

Hilton Logo Hilton

Chef de Partie

Events • Food • Travel • Hospitality • Hotels & Resorts
In-Office
Schiphol, NLD
500000 Employees

Hilton Logo Hilton

Strategic Data Analysis Internship

Events • Food • Travel • Hospitality • Hotels & Resorts
In-Office
Amsterdam, NLD
500000 Employees

Hilton Logo Hilton

Leadership & Talent Development Internship

Events • Food • Travel • Hospitality • Hotels & Resorts
In-Office
Amsterdam, NLD
500000 Employees

Similar Companies Hiring

Granted Thumbnail
Artificial Intelligence • Healthtech • Insurance • Mobile • Financial Services
New York, New York
23 Employees
Hanover Park Thumbnail
Artificial Intelligence • Fintech • Software • Financial Services
New York, New York
42 Employees
Onshore Thumbnail
Artificial Intelligence • Fintech • Software • Financial Services
New York, New York
60 Employees

Sign up now Access later

Create Free Account

Please log in or sign up to report this job.

Create Free Account