AlphaGrep 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, and master’s students in computer science, mathematics and related fields 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