This is not a coffee-fetching internship. You will touch production code, manage SQL databases, and refine the backtesting engine that drives our capital.
Core Responsibilities
- Backtest Strategies: Use Python (Pandas/NumPy) to validate trading hypotheses against historical data.
- Research Implementation: Read rigorous academic papers and translate theoretical insights into executable code.
- Infrastructure: Maintain and optimize financial databases (SQL) for speed and reliability.
Requirements
- Degree in Computer Science, Machine Learning, Mathematics, or Statistics.
- Demonstrated passion for markets (Personal trading experience is highly preferred).
- Strong problem-solving skills and a burning passion for quantitative finance.
- Willingness to complete a mandatory 9-hour technical onboarding module.
- Ability to improve existing back-testing modules for performance and usability.
To apply, send your resume and cover letter directly to our team.
Apply via Email
quantalpha101@gmail.com
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