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