Quantitative Trading Intern

About this role

<p>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.</p> <ul> <li>Designing, implementing, and deploying high-frequency trading algorithms</li> <li>Exploring trading ideas by analyzing market data and market microstructure for patterns</li> <li>Creating tools to analyze data for patterns</li> <li>Contributing to libraries of analytical computations to support market data analysis and trading</li> <li>Developing, augmenting, and calibrating exchange simulators</li> </ul> <p><strong>QUALIFICATIONS</strong></p> <p>AlphaGrep encourages bachelor’s, and master’s students in computer science, mathematics and related fields to apply. </p> <p>Additional requirements include:</p> <ul> <li>Familiarity with machine learning (a plus)</li> <li>Experience with data analysis, market research and data modeling (a plus)</li> <li>Brilliant problem-solving abilities</li> <li>Software development experience as demonstrated through course work, research projects, or open source activities, preferably in C++, Python or R/Matlab</li> <li>A passion for new technologies and ideas</li> <li>The ability to manage multiple tasks in a fast-paced environment</li> <li>Strong communication skills</li> <li>A working knowledge of Linux/Unix</li> </ul> <p> </p>