Quant Intern

Interns will be working directly with the Research team to work on various components of the research pipeline. The goal is to support the research team while getting acquainted to the intricacies of the pipeline. They will be exposed to various critical research procedures affecting the strategies in the live environment. Responsibilities: - Building deep fundamental understanding of arbitrage relationships between securities - Researching automated arbitrage trading strategies using a range of historical fundamental data, price and volume inputs - Researching portfolio construction and risk allocation techniques - Back-testing ideas using historical tick-by-tick data Skills Needed: - Top performer with a computer / electrical engineering degree from a top-tier institution - Strong programming ability in Python - Strong understanding of SQL databases - Prior experience in automated trading strategy development with a top HFT firm / hedge fund preferred - Good understanding of financial markets and statistics - Hard working with an attention to detail - Strong communication skills in English and ability to work independently