Quantlab

Quantitative Research Internship

Posted on: 18 May 2021

Houston, TX

Job Description

We are seeking high caliber Quantitative Research Interns for our Houston and NYC offices to contribute to the day-to-day activities of our research teams.

What you’ll do:

Dive into challenging, results-oriented projects.  Work in close collaboration with our researchers to solve problems in areas including mathematical modeling, algorithmic trading, and computational development.  Enjoy an informal and intellectually stimulating environment.

Potential for a successful internship to lead to full-time employment upon graduation.

Based on your interests, skills, and the needs of our teams, you’ll be matched with projects in one of the following tracks:

Core Research

Immersing yourself into very large data sets for model estimation and event studies is only half the battle.  You may also be challenged to design and prototype algorithmic trading strategies.

Research Data, Quantitaive Development and Applications Engineering

Join us in a data exploration and predictive science journey this summer!  We are looking for curious data scientists and quantitative developers who apply the latest techniques to identify insights and deliver high quality code, tools and visuatlization used throughout our organization.  Your primary focus will be in applying data mining techniques, doing statistical analysis, and/or developing and delivering high-performance code for our low-latency trading systems and our large-scale prediction and simulation environments.

Strategy Execution

Using powerful analytic tools, dive into the details of market data to develop cutting-edge market research.  You will also collaborate with senior traders, technologists and quantitative researchers to develop new ideas for our automated trading strategies. 

What you’ll have:

Currently pursuing a Bachelor’s, Master’s or PhD in Physics, Pure or Applied Math, Statistics, Electrical, Chemical or Mechanical Engineering, Computer Science, or Industrial Engineering/Operations Research
Computational research and/or development experience
Ability to adapt to change quickly and to make the most of a collaborative environment
Applied experience in C++/Python/R (preferred) and other languages
Skill in mathematical methods and modeling
An innate need to decompose and understand complexities
Eagerness to grapple with hard-to-solve problems
Strong written and verbal communication skills
Also helpful, but not required:

Past internship or job experience in finance and/or a quantitative research role
Advanced coursework in algorithms, network programming, operating systems, compilers

Quantlab

Houston, TX

We are a group that has proven the power of science and technology in the financial markets for nearly two decades.We’re scientists and technologists who happen to trade. Many of us come from other, non-financial industries—academics from major institutions, software developers from top tech companies, engineers from leading hardware providers. We were tired of working in conventional academic, corporate or trading environments and the politics, internal competition and distractions so often prevalent in those places.

In Quantlab, we have created a different kind of financial trading firm. We’re a company that invests heavily in our people and technologies to get the best out of both. We leverage the most sophisticated techniques and advanced networks to stay ahead of the curve. We embrace full automation with experienced risk managers who carefully supervise our technology-driven trading. It’s an extremely exciting, creative field—we love what we do, and we’re always looking for new ground to break.

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