🚀 Quantitative Research & Engineering Internship Opportunities (2026)
We are actively hiring for exceptional talent to join a top-tier quantitative hedge fund.
Open Positions:
Who We’re Looking For:
Basic Requirements (All Roles):
- 2026 or 2027 graduates (Master’s or PhD preferred; outstanding undergraduates also welcome) majoring in Computer Science, Applied Mathematics, Statistics, AI, Financial Engineering, or related fields
- Strong command of English – comfortable reading and writing technical documents
- Highly self-motivated, curious, and collaborative team player
Role-Specific Qualifications:
- Quant Researcher roles: Excellent Python skills and experience with data science libraries (NumPy, Pandas, Scikit-learn, etc.). For the ML-focused role, solid hands-on experience with deep learning frameworks such as PyTorch, TensorFlow, or JAX.
- Quant Developer role: Deep passion for systems programming. Proficiency in at least one systems language (Rust, C/C++, Go preferred) and strong fundamentals in algorithms, networks, and system architecture.
Strong Advantages:
- Top competition achievements (Kaggle, ICPC, IMO, IOI, etc.)
- Research publications in prestigious journals or conferences
- Previous internships at leading quant funds or tech firms
- Experience with distributed systems (Ray, Dask, Spark), high-performance computing, or cloud infrastructure
- Active open-source contributions or impressive personal projects
If you thrive at the intersection of advanced mathematics, machine learning, and real-world financial markets, this is an excellent opportunity to work on challenging problems with significant impact.
To apply online please click the 'Apply' button below with your resume in word format. Please note that only short-listed candidates will be contacted.
Excited to connect with driven and talented individuals! 🔥