High Frequency Trading Intern

Hilbert Technologies is a quantitative investment management company trading in various financial markets. Our investment strategies are created through rigorous research based on mathematic models, and we implement them using advanced networks and algorithms.

With young and dynamic team, innovative ideas and cutting-edge technology, we dedicate to producing exceptional returns for our investors.

• Handle multi-dimensional data of high frequency with in-depth knowledge of market microstructure behaviors.
• Alpha hunting based on high-frequency financial data
• Develop and backtest quant driven trading strategies

• BS/MS/PhD degree with a STEM major – Engineering, Computer Science, Math, Physics (or related subject).
• Ability to work for at least 20 hours per week, for a minimum of 2 months.
• Strong Python and C++ programming background.
• Familiarity with Linux environment.
• Desire to learn the intricacies of financial markets.
• Fast learner of new concepts and even new domains.
• Be dedicated and self-disciplined with a strong working ethic and willing to help others.
• Be proactive with good communication with team members.