Quantitative Trader Intern (Fintech)

TL;DR

Quantitative Trader Intern (Fintech): Analyzing financial market data and developing systematic trading strategies with an accent on probability, statistics, and mathematical modeling. Focus on identifying market inefficiencies, conducting statistical backtesting, and building tools to monitor real-time strategy performance.

Location: On-site in New York, USA

Company

A New York City based proprietary trading firm specializing in quantitative research and systematic trading.

What you will do

• Analyze financial market data to identify patterns and trading opportunities.
• Assist in the development, testing, and refinement of quantitative trading strategies.
• Build dashboards and tools to monitor market activity and strategy signals.
• Perform statistical analysis and backtesting using historical data.
• Collaborate with researchers and engineers to optimize trading models.
• Evaluate risk, execution quality, and strategy behavior in live markets.

Requirements

• Currently pursuing a degree in Mathematics, Statistics, CS, Physics, Economics, or a related quantitative field.
• Strong understanding of probability, statistics, and mathematical modeling.
• Programming proficiency in Python, R, or similar languages.
• Must be able to work on-site in New York.
• Strong analytical and problem-solving skills.

Nice to have

• Experience with machine learning, optimization, or time-series modeling.
• Prior exposure to market microstructure or financial derivatives.
• Proficiency with pandas, NumPy, and SQL.
• Background in competitive math, programming, or strategy games (e.g., poker, chess).

Culture & Benefits

• Hands-on experience with real-world financial data.
• Direct exposure to systematic trading and risk management.
• Mentorship from experienced quantitative traders and researchers.
• Opportunity to contribute to projects with direct trading impact.