Hudson River Trading
Algorithm Development (Quant Research & Trading) PhD Internship – Summer 2027
Eligibility
- Full-time PhD student
PhD internship focused on algorithm development in quantitative trading and research using advanced techniques and machine learning across global markets.
Responsibilities
- Apply academic research to real-world trading problems
- Conduct quantitative research and data analysis using Python/C++
- Use machine learning and time series techniques to derive insights from large datasets
- Build predictive models for financial markets
- Participate in tech talks, mentorships, and social events
Requirements
- Full-time PhD student in a quantitative discipline
- Fluency in Python
- Experience with statistical analysis, numerical programming, or machine learning
- Strong communication skills
Skills
- Python
- C++
- Machine learning
- Statistical analysis
- Employer posted
- Last checked