Man Group
Systematic Fast Trading Intern
Eligibility
- Penultimate year student eligibility for summer internship.
Summer internship in high-frequency trading strategies development involving machine learning research, trading infrastructure, and quantitative research in a systematic trading team.
Responsibilities
- Develop high-frequency trading strategies across multiple asset classes.
- Engage in end-to-end development of fast alpha portfolios using ML and microstructure techniques.
- Build customized monetization stack and optimize trading and order placement.
- Collaborate on deploying machine learning models and research workflows.
- Participate in research and development with strong programming focus.
Requirements
- Currently a penultimate year student (PhD students encouraged).
- Strong technical programming skills especially in Python.
- Knowledge of machine learning algorithms and research processes.
- Experience or interest in high frequency tick data analysis and trading strategies.
- Previous ML or statistical research internship experience preferred.
- Strong academic achievement in technical degree programs.
Skills
- Python
- Machine learning
- Quantitative research
- High-frequency trading
- Software development
- Employer posted
- Last checked