2027 DMFI Quant Research Intern (Quantitative Finance)

Location: London, England, United Kingdom

Company

hirify.global is a global multi-manager hedge fund investing across quantitative, tactical, fundamental equity, and discretionary macro and fixed-income strategies.

What you will do

• Build and enhance firm-wide pricing and analytics infrastructure used across multiple asset classes.
• Implement and optimize pricing models and numerical methods for derivatives valuation.
• Develop efficient algorithms for calibration, risk computation, and scenario analysis.
• Ensure the core analytics library meets the performance requirements of real-time trading systems.
• Collaborate with quantitative researchers and developers across the full lifecycle from mathematical theory to production deployment.

Requirements

• Current PhD student in a quantitative or technical field, ideally with one year remaining.
• Background in statistics, mathematics, physics, electrical engineering, or a related field.
• Excellent programming skills in Python, C, C++, C#, or Rust.
• Strong knowledge of probability, including stochastic calculus, and statistics.
• Ability to communicate research ideas clearly and succinctly.
• Creative problem-solving skills and strong attention to detail.

Nice to have

• Previous financial industry experience.
• An advanced degree in a quantitative or technical field.

Culture & Benefits

• Ten-week summer internship with a dedicated manager and mentor.
• Learning sessions with senior leaders and hands-on skills workshops.
• Opportunities to network with peers and senior professionals through social and educational events.
• Learning and educational offerings, internal networks, external partnerships, and service initiatives.
• Collaborative culture that encourages learning, innovation, and sharing ideas at all levels.