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.