Quantitative Trader Intern, PhD
$42,000–$68,400 year
On-siteNew York, United States
Job Summary
Design high-frequency trading algorithms and develop tools to analyze market data and microstructure for patterns. Collaborate with a dedicated mentor to research and enhance existing strategies while contributing to libraries of analytical computations. Build and calibrate exchange simulators to support trading infrastructure. Requires a PhD in mathematics, statistics, physics, electrical engineering, computer science, or economics with strong C++, R, or Python skills. Available for a 4-6 month term or 10-week summer. Base salary $3,500-5,700 weekly. Located in NYC's Financial District.
Required Qualifications
- Availability for 4-6 months or 10-week summer term
- PhD student focusing on mathematics, statistics, physics, electrical engineering, computer science, economics, or related fields
- A strong background in C++, R, Python, or an object-oriented programming language
- Strong problem-solving abilities
- A passion for new technologies and ideas
- The ability to manage multiple tasks in a fast-paced environment
- Strong communication skills
- Interest in financial markets
Desired Qualifications
- Past industry experience
- Experience with machine learning
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