Quantitative Research Intern

Responsibilities

• Assist with daily research and analysis tasks
• Develop computer-based models to predict movements of global financial markets
• Script for monitoring and alpha signal analysis
• Identify high-quality predictive signals through rigorous data exploration

Requirements

• Currently pursuing or holding a BS (Hons), MS, or PhD in Computer Science, AI, Machine Learning, Data Science, or Mathematics
• Strong programming skills in Python, C++, or Java
• Keen interest in learning about stock markets and capital markets
• Self-starter with a research scientist mindset and creative problem-solving ability

Preferred Qualifications

• Coursework or experience in deep learning, LLM, NLP, or prompt engineering
• Prior quant analysis or trading experience
• Participation in national or international mathematics or programming competitions

Benefits

• 6-month learning and development path
• Competitive compensation with clear career road-map and full-time conversion opportunities
• Online medical support
• Monthly team building activities and employee clubs
• Daily happy hour with tea break, snacks, and meals

About the Company

WorldQuant develops and deploys systematic financial strategies across global markets. The firm produces high-quality predictive signals through a proprietary research platform and fosters a culture pairing academic sensibility with accountability for results.