Graviton Research Capital (GRC) is a Singaporean trading firm, specialising in quantitative algorithmic strategies which are deployed on markets across the globe.
In 2026, GRC established a Research and Development arm within the Netherlands, which is seeking 2x Quantitative Research Interns to work closely with a Senior Quantitative Researcher in Amsterdam.
Successful candidates will work on projects that directly impact the team’s research on financial markets. Candidates will gain exposure to a range of concepts and techniques, including time series analysis, filtering, stochastic models, pattern recognition and statistical inference, gained through the analysis of terabytes of data. This is a unique opportunity to gain exposure to a small team within a growing Quantitative Research function!
About the role:
- 10 week summer internship (June - August 2026)
- Based in Amsterdam
Requirements:
- A quantitative focused degree, such as Mathematics, Statistics, Data Science, Econometrics, Machine Learning (or related fields)
- A working knowledge of Linux/Unix
- Programming experience, preferably in C++ or Python
- No prior knowledge of financial markets is needed but must have a strong interest in learning about financial markets
- Have a strong work ethic
- Entrepreneurial spirit
Successful candidates will be considered for future graduate and postgraduate positions.
Apply Now!
If you’re up for the challenge, submit your CV!
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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.
