Quantitative Research Intern – Equity Arbitrage

About the role

Analyze equity and market data to identify arbitrage opportunities, and develop, test, and validate quantitative trading models and signals. Collaborate with portfolio managers, researchers, and developers to improve model performance, explore useful data sources, and strengthen research infrastructure. Applicants must be pursuing a master's or Ph.D. in mathematics, statistics, financial engineering, or a related field, with a strong foundation in quantitative methods. They should have experience with time series analysis, regression, and machine learning, proficiency in Python or a similar language, and an interest in equity markets and systematic investing.