Quantitative Research Internship

Responsibilities

• You will work as part of a collaborative research team, tackling complex and intellectually challenging problems. Responsibilities may include:
• Assisting in the research and development of systematic investment strategies across multiple asset classes
• Analysing large and complex financial datasets to identify signals, patterns, and risk characteristics
• Designing, implementing, and testing quantitative models using Python and relevant numerical and statistical libraries
• Supporting the backtesting, performance analysis, and validation of trading strategies
• Helping to maintain and enhance research infrastructure, tools, and data pipelines
• Clearly documenting research methodologies and results, and presenting findings to senior researchers
• Collaborating closely with portfolio managers, quantitative researchers, and technologists
• Investigating enhancements to existing strategies, including improvements to risk management and execution assumptions

Qualifications

• PhD student in a quantitative field (e.g. Mathematics, Physics, Statistics, Computer Science), with expected completion in 2026 or 2027
• Strong foundation in statistics and probability theory, with familiarity with machine learning techniques
• Strong programming skills in Python (experience with libraries such as NumPy, Pandas, or similar is desirable)
• Experience working in a research-driven environment, including handling large datasets and developing algorithmic solutions to complex problems
• A strong interest in financial markets and systematic trading (prior finance experience is not required)

Personal Attributes

Key Objectives