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Conduct quantitative research for high-frequency trading and prediction-market strategies. Analyze order-book, trade, sports, and prediction-market data; develop statistically significant signals, pricing models, liquidity-management techniques, and alpha or monetization strategies. Interns may rotate across trading tracks and work with latency-sensitive systems. The role requires advanced statistics, data-driven research, strategy development, Python, C++, and machine-learning skills.

Develop and maintain high-frequency trading systems, implement optimized code from quantitative prototypes, and contribute to data pipelines, simulators, backtesting, and monitoring software. Interns may rotate across quantitative research and development tracks involving statistical arbitrage and market-making strategies.

Collaborate with infrastructure teams to design, develop, and maintain high-frequency trading systems. Implement optimized production code from quantitative research prototypes, and contribute to market-data pipelines, simulators, backtesting systems, and monitoring software. Interns may rotate across quantitative research and development tracks involving statistical arbitrage and market-making strategies across commodities and digital assets.

Conduct quantitative research for high-frequency trading and prediction markets. Analyze order book and trade data, develop statistically significant alpha signals, support latency-sensitive strategies, and apply pricing and liquidity management techniques. Interns may rotate across trading tracks. The role requires advanced statistical research, market microstructure knowledge, Python and C++ proficiency, and quantitative strategy development.

Develop and maintain high-frequency trading systems in collaboration with infrastructure teams, quants, and traders. Implement optimized production code from research prototypes and contribute to market-data pipelines, simulators, backtesting systems, and monitoring software. The internship focuses on quantitative trading strategies, statistical arbitrage, market making, and digital assets across global financial markets.

The Senior Research Platform Engineer develops and maintains a C++ simulation/backtesting framework and integrates it with Python tools, working closely with researchers and traders to ensure reliable trading strategy execution.