Quantitative Research Internship - 6 Months, Central Execution Research

Location: London; hybrid working opportunities are available.

Company

hirify.global is a quantitative trading firm developing systematic trading strategies and high-performance electronic trading infrastructure.

What you will do

• Explore execution and trading ideas by analyzing market microstructure, liquidity patterns, trading costs, and execution outcomes.
• Build tools, simulations, and analytics supporting trading and execution decisions.
• Contribute to research libraries and production workflows for execution analysis.
• Design and evaluate models and perform causal analysis.
• Process large, noisy datasets and build robust data-processing and model-calibration pipelines.

Requirements

• Current PhD student at a top-tier university in mathematics, statistics, computer science, financial engineering, physics, operations research, economics, or an equivalent quantitative discipline.
• Strong grounding in mathematics, statistics, optimization, and machine learning.
• In-depth data-mining and data-analysis skills.
• Strong programming skills in one or more of Python, C++, and Rust.
• Interest in market microstructure, optimal execution, causal inference, and quantitative trading.
• The internship lasts six months and can start on a mutually convenient timeline, preferably within six months.

Nice to have

• Familiarity with large financial, tick, or order-book datasets, transaction cost analysis, market impact, simulation, or optimal execution.

Culture & Benefits

• Generous paid time off policies.
• Savings plans and financial wellness tools available in each region.
• Free breakfast, lunch, and snacks in the office.
• Wellness experiences, selected wellness expense reimbursements, sports teams, and fitness events.
• Volunteer opportunities, charitable giving, social events, and celebrations.
• Workshops and continuous learning opportunities in a collaborative, low-hierarchy environment.