Top Internships

As a PhD Intern, you will develop mathematical models, conduct statistical analysis, and implement trading strategies while collaborating with senior researchers.

11-week quantitative research internship developing and implementing mathematical and trading models. Responsibilities include model conceptualization, backtesting, live implementation, using unconventional data, and conducting statistical research to refine trading signals and monetization systems.

Partner with quantitative researchers to design, build, optimize, and scale deep learning models and tooling for research and production. Work includes model architecture, distributed training, inference optimization, ML libraries, and high-performance computing to improve training speed, scalability, reliability, and cost-efficiency in systematic investing workflows.

As a Quantitative Developer, you'll innovate and enhance quantitative methods, develop custom tools, maintain data pipelines, and collaborate with researchers for advancing investment strategies.

Develop and improve quantitative models for investment strategies, conduct statistical analysis, and implement trading models. Requires strong analytical skills and relevant degree.

Intern will learn financial markets, collaborate with traders, researchers, and technologists, apply statistical techniques to develop trading ideas, adapt strategies, and use proprietary trading platforms while networking with senior team members.

Commodities Analysts generate commodity investment ideas through fundamental research and data analysis, focusing on modeling supply and demand and improving data quality.

As a Quantitative Research Analyst Intern, you will develop and improve trading models, conduct statistical analysis, and collaborate with team members in a data-driven environment.

Develop and deploy advanced machine learning models across asset classes, focusing on deep learning, sequence/time-series modeling, NLP/LLMs, pre-training, fine-tuning, and reinforcement learning. Design and optimize models for performance, scalability, and robustness to model price formation, market behavior, and risk while collaborating with researchers, engineers, and traders.

Conduct ML research (deep learning, NLP) on large and unstructured financial datasets, implement algorithms in high-quality code, back-test models, document findings, and collaborate with senior researchers during an 11-week summer internship in Hong Kong or Singapore.