Undergraduate Quantitative Research Intern (Fintech)

TL;DR

Undergraduate Quantitative Research Intern (Fintech): Applying mathematics, statistics, and programming to analyze financial market data with an accent on systematic trading strategy development. Focus on building models, conducting backtests, and collaborating with researchers to evaluate quantitative investment ideas.

Location: Must be based in New York, New York, United States (On-site)

Company

A New York-based hedge fund specializing in quantitative research and systematic trading.

What you will do

• Analyze financial and market datasets using statistical methods.
• Assist with research on systematic trading strategies.
• Clean, organize, and validate large datasets.
• Build models and backtests under researcher supervision.
• Write Python code for data analysis, visualization, and research workflows.
• Summarize findings through charts, reports, and presentations.

Requirements

• Currently pursuing a bachelor’s degree in a quantitative field (Math, CS, Physics, etc.) with an expected graduation in 2028 or 2029.
• Strong academic performance in quantitative coursework.
• Programming experience in Python.
• Familiarity with probability, statistics, linear algebra, or optimization.
• Interest in financial markets and data-driven decision-making.
• Strong problem-solving and communication skills.

Nice to have

• Experience with pandas, NumPy, matplotlib, or scikit-learn.
• Coursework or projects in machine learning, econometrics, or time series.
• Familiarity with SQL or databases.
• Participation in math, programming, or data science competitions.
• Prior internship or independent research project involving quantitative analysis.

Culture & Benefits

• Exposure to real-world quantitative research and systematic trading.
• Mentorship from experienced researchers and traders.
• Practical experience working with financial data.
• Opportunity to contribute to meaningful research projects.
• Deeper understanding of career paths in quantitative finance.