Equity Volatility Quant Researcher Intern

About the Company

Walleye Capital is a ~$16 billion+ multi-strategy investment firm specializing in Fundamental Equities, Quant, and Volatility strategies. Founded in 2005, the firm focuses on leveraging sophisticated infrastructure and mathematical diversification to identify compelling market opportunities.

Responsibilities

• Build a strong foundation in options markets through academic and practitioner lenses
• Monitor macro developments and market-moving headlines to understand implications for trading and risk
• Collaborate with portfolio managers and quantitative researchers on single-stock and index volatility strategies
• Perform quantitative research projects using large-scale volatility datasets
• Enhance research infrastructure and tools for trading and risk management using AI

Requirements

• Pursuing an undergraduate or non-MBA advanced degree in a quantitative field
• Expected graduation date between December 2027 and June 2028
• Strong programming skills, particularly in Python
• Experience working with large datasets, APIs, or databases
• Strong knowledge of probability and statistics, including time-series analysis, machine learning, and optimization
• Interest in financial markets, risk-taking, and data-rich environments

Benefits

• $50,000 pay for the 10-week internship
• $10,000 housing stipend
• Transportation to and from Miami (domestic travel only)