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Paid, in-person summer internship for undergraduate and graduate students across quantitative strategies, portfolio management, risk, investor services, economic research, technology, trading services, and legal/compliance. Interns participate in educational and networking programming while completing meaningful business projects. Candidates need at least two years of undergraduate study, a 3.5 GPA, analytical skills, Microsoft Office or relevant analytical-tool proficiency, communication skills, and strong organization. Quantitative roles additionally require a quantitative degree path and programming skills.

Design, build, and support Windows and web applications for middle/back-office processing, real-time pricing, and valuation. Improve system robustness, scalability, and performance; write and execute unit/integration tests; collaborate with stakeholders to deliver maintainable solutions.

The Quantitative Research Manager leads research to improve trading systems, develop new trading signals, and manage an alpha generating portfolio. Responsibilities include collaborative team research and effective communication across departments.

The AI/ML Quantitative Research Manager leads research efforts in quantitative strategies, develops AI/ML models for trading signals, and collaborates with internal teams to enhance trading systems.

The Quantitative Research Analyst will research methods to improve trading systems, develop new trading signals, and optimize portfolio performance through quantitative analysis.