Quantitative Researcher - Internship - Summer 2027

Tracks

Track1 - High-Frequency Trading

Analyze order book data and market trade data to generate high-frequency signals with strong statistical significance.
Directly responsible for the construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.
Track2 - Prediction Market Trading

Engage in sports and prediction market trading using quantitative pricing and liquidity management techniques.
Monitor, track, and analyze sports prediction markets, including betting odds, price movements, and market sentiment, and provide insights for predicting sports outcomes.

Qualifications
Candidates must pursue or hold a Master's or Ph.D. in a quantitative discipline with an understanding of market microstructure.
Experience in leading HFT prop shops, trading firms, or hedge funds.
Work or internship experience in crypto trading is a plus.
Proficiency in data-driven research, advanced statistics, and strategy development is expected.
Strong Python skills, particularly with NumPy and pandas.
Proficiency in C++.
Machine Learning / Deep Learning experience
competitive experience on Kaggle or similar platforms is a big plus