Quantitative Development Interns

B tech students from Mathematics and Computing, Computer Science, EE, and ECE wing can apply. For Quantitative Development Interns, we are looking for students who have keen interest in Quant Development (C++, and python or R), strong knowledge of probability and statistics (e.g. Machine learning, AI Techniques. time-series analysis, pattern recognition, NLP) and python. The role suits a self-motivated and highly energetic individual. The candidate should be highly technology driven with knowledge of latest trends and its applications. As Intern, you will also need to explore Market Microstructure to find trading signals and opportunities. We expect you to study market data and build predictive models. Such models explore order flow which is an essential part of market microstructure study. We expect you to back test ideas for latency, PnL and other metrics. An interest in building large-scale, real-time distributed applications and working in a data driven research environment is desired. Knowledge of Linux Prior experience of trading is an advantage but not necessary. Excellent analytical skills, with strong attention to detail and ability to reach solutions. Ability to work under pressure, with minimal supervision, and in a team environment. PERKS In addition to an outstanding and organic work environment with rapid advancement potential, we offer benefits, including: Competitive compensation to the right candidates. Annual bonuses based on performance to full-time employees.