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Quantitative Research Intern (Full-Time, Unpaid)
Location: Remote
Commitment: Full-time, 40 hours per week
Compensation: Unpaid (academic credit, mentorship, and experience only). Χ
About the Role
We are seeking a dedicated Quantitative Research Intern to join our team on a full-time basis. This role is an excellent opportunity for students, recent graduates, or early-career professionals who want immersive, hands-on experience in financial data research, algorithmic trading, and applied machine learning. You’ll work closely with experienced researchers and engineers on live research projects, gaining exposure to the end-to-end process of quant strategy development.
Responsibilities- Conduct data collection, cleaning, and feature engineering on large-scale financial datasets.
- Assist in the design, testing, and refinement of systematic trading strategies (statistical arbitrage, factor models, and cross-market analysis).
- Run backtests and stress tests to evaluate strategy performance across different market regimes.
- Explore machine learning and statistical methods for predictive modeling and signal generation.
- Prepare research documentation, technical reports, and presentations summarizing findings.
- Collaborate with the team to identify new data sources, alternative datasets, and novel research directions.
. From 1point 3acres bbs
Qualifications- Currently pursuing or recently completed a degree in Mathematics, Statistics, Computer Science, Engineering, Physics, Finance, or a related field.
- Strong programming skills in Python (preferred), with knowledge of scientific libraries (pandas, NumPy, scikit-learn, PyTorch/TensorFlow).
- Solid foundation in probability, statistics, and linear algebra.
- Familiarity with financial markets and trading concepts.
- Ability to work independently, manage time effectively, and deliver results in a research setting.
Preferred (Nice to Have)- Experience with SQL, distributed computing (Spark), or cloud platforms.
- Knowledge of time-series modeling, portfolio optimization, or risk management.
- Prior exposure to quantitative research, trading systems, or academic projects in finance/ML.
What You’ll Gain- Full-time immersion in the quantitative finance research process.
- Direct mentorship from professionals with experience in trading, AI/ML, and financial engineering.
- Exposure to the tools and workflows used in hedge funds, prop shops, and fintech firms.
- Opportunities to contribute to internal research papers, strategy development, and live experimentation.
- A strong professional experience to add to your resume, academic portfolio, or graduate school applications.
简历可发送至 mylotarg1989 艾特 及迈尔.
. check 1point3acres for more.
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