AlphaGrep Securities seeks a Quantitative Trading Intern, who will be part of a trading group which executes algorithmic strategies based on market behavior. We cover the global markets by leveraging and integrating technology, risk management and quantitative research. Being a proprietary trading business, we trade our own accounts and have no investors, clients or customers. ∙ Designing, implementing, and deploying high-frequency trading algorithms ∙ Exploring trading ideas by analyzing market data and market microstructure for patterns ∙ Creating tools to analyze data for patterns ∙ Contributing to libraries of analytical computations to support market data analysis and trading ∙ Developing, augmenting, and calibrating exchange simulators QUALIFICATIONS: AlphaGrep encourages bachelor’s students in computer science or mathematics to apply. Additional requirements include: ∙ Familiarity with machine learning (a plus) ∙ Experience with data analysis, market research and data modeling (a plus) ∙ Brilliant problem-solving abilities ∙ Software development experience as demonstrated through course work, research projects, or open source activities, preferably in C++, Python or R/Matlab ∙ A passion for new technologies and ideas ∙ The ability to manage multiple tasks in a fast-paced environment ∙ Strong communication skills ∙ A working knowledge of Linux/Unix

Intern Hiring 2027

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