Quantitative Trading Intern

AlphaGrep seeks a Quantitative Trading Intern, who will be part of a trading group which executes algorithmic strategies based on market behavior. We cover the global markets by leveraging and integrating technology, risk management and quantitative research. Being a proprietary trading business, we trade our own accounts and have no investors, clients or customers.

Designing, implementing, and deploying high-frequency trading algorithms

Exploring trading ideas by analyzing market data and market microstructure for patterns

Creating tools to analyze data for patterns

Contributing to libraries of analytical computations to support market data analysis and trading

Developing, augmenting, and calibrating exchange simulators

QUALIFICATIONS

AlphaGrep encourages bachelor’s, and master’s students in computer science, mathematics and related fields to apply. 

Additional requirements include:

Familiarity with machine learning (a plus)

Experience with data analysis, market research and data modeling (a plus)

Brilliant problem-solving abilities

Software development experience as demonstrated through course work, research projects, or open source activities, preferably in C++, Python or R/Matlab

A passion for new technologies and ideas

The ability to manage multiple tasks in a fast-paced environment

Strong communication skills

A working knowledge of Linux/Unix