Quantitative Trading Intern

 

AlphaGrep Securities 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 students in computer science or mathematics 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