Quantitative Trading Intern

AlphaGrep seeks a Quantitative Trading Intern, who will be part of a trading group which executes algorithmic strategies based on market behavior. We cover the global markets by leveraging and integrating technology, risk management and quantitative research. Being a proprietary trading business, we trade our own accounts and have no investors, clients or customers.

• Designing, implementing, and deploying high-frequency trading algorithms


• Exploring trading ideas by analyzing market data and market microstructure for patterns


• Creating tools to analyze data for patterns


• Contributing to libraries of analytical computations to support market data analysis and trading


• Developing, augmenting, and calibrating exchange simulators

QUALIFICATIONS

AlphaGrep encourages bachelor’s, and master’s students in computer science, mathematics and related fields to apply. 

Additional requirements include:

• Familiarity with machine learning (a plus)


• Experience with data analysis, market research and data modeling (a plus)


• Brilliant problem-solving abilities


• Software development experience as demonstrated through course work, research projects, or open source activities, preferably in C++, Python or R/Matlab


• A passion for new technologies and ideas


• The ability to manage multiple tasks in a fast-paced environment


• Strong communication skills


• A working knowledge of Linux/Unix