Algorithm Development (Quant Research & Trading) PhD Internship (Machine Learning)

Location: London, United Kingdom; New York, NY, United States; or Singapore

Weekly base salary: 5,800 USD in New York, 7,650 SGD in Singapore, or 4,350 GBP in London, plus a competitive signing bonus.

Company

hirify.global applies scientific research and sophisticated computing infrastructure to automated trading across more than 200 global markets.

What you will do

• Research and implement automated trading strategies across different time horizons.
• Apply academic research to real-world trading and machine learning problems.
• Conduct quantitative research and data analysis using proprietary Python/C++ infrastructure and third-party tools.
• Use machine learning and time series techniques to analyze large, complex datasets and market behavior.
• Build predictive models for financial markets using market and non-market data.
• Run simulations and large-scale data processing on the company’s compute cluster while rotating across teams.

Requirements

• Full-time PhD enrollment in a quantitative discipline such as mathematics, physics, computer science, statistics, operations research, or machine learning.
• Fluency in Python.
• Experience with statistical analysis, numerical programming, or machine learning.
• Experience with Pandas/Numpy, R, and/or MATLAB.
• Strong communication skills and interest in applying research expertise to worldwide financial markets.

Culture & Benefits

• Rotation across teams with mentorship and collaboration alongside researchers and technologists.
• Tech Talks covering financial markets and HRT’s trading philosophy.
• Speaker curriculum, trading games, mentorship, and social events throughout the summer.
• Company-paid housing and meals, plus other internship perks.
• Open, transparent, diverse, and collaborative working environment.