Quantitative Trading Intern (DV QES)

Responsibilities

• Build, backtest, and refine quantitative trading models using historical market and orderbook data
• Analyze large datasets to identify patterns, inefficiencies, and alpha signals for systematic strategy development
• Monitor real-time trading positions and market conditions, assisting traders with risk management and parameter adjustments
• Collaborate with quantitative researchers and software developers to implement strategy prototypes into the firm's low-latency execution infrastructure
• Oversee and improve daily trading processes as needed
• Analyze and resolve discrepancies in trade positions and P&L attribution
• Identify new market opportunities through data-driven research
• Prepare clear reports and presentations summarizing research findings, trading performance, and recommendations

Requirements

• Pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, or related), with an expected graduation by Summer 2027
• Strong interest in quantitative trading, systematic strategy development, and financial markets
• Strong proficiency in Python; experience with C++ is highly preferred
• Familiarity with probability, statistics, and time-series analysis
• Prior exposure to financial markets, trading, or quantitative research (through internships, academic projects, or competitions) is highly preferred
• Proficiency with Excel and data analysis tools
• Strong work ethic and ability to learn quickly in a fast-paced, high-pressure environment
• Excellent communication and collaboration skills

Graduation requirements

Graduation year: 2027

Skills

• Python
• C++
• Probability
• Statistics
• Time-series analysis
• Excel
• Data analysis