Quantitative Research Intern: Trading Algorithms & ML

Iaas Lc; Sydney; Hybrid; AUD 40,000 - 56,000; Full time

Benefits offered by this job

Remuneration package

Flights & accommodation covered

Mentorship and personal development

Gym membership

Daily meals and barista

Regular social events

Job summary

Optiver in Sydney invites penultimate‑year students pursuing quantitative or technical degrees to join our internship program. You will learn trading fundamentals through curated lectures and coursework, then join a research team to apply knowledge under mentorship on real-world problems.

You will tackle projects involving statistics, machine learning, big data, and pricing models, with exposure to pricing engines and high-performance libraries in a collaborative, high‑performance environment.

Qualifications

• Penultimate university student who is pursuing a quantitative or technically focused degree.
• Citizen with full working rights for Australia or NZ (or able to provide evidence).
• Studying a quantitative or technically focused degree such as Maths, Statistics, Physics, Engineering, Computer Science, or Econometrics.

Responsibilities

• Complete lectures and coursework on trading fundamentals.
• Join a research team and work with a mentor on real-world trading scenarios.
• Develop trading algorithms using statistics and machine learning.
• Analyse big data to understand market microstructure and pricing opportunities.
• Collaborate to build pricing engines and libraries with high performance.

Skills

Penultimate student

Programming languages

Education

Quantitative degree

Engineering / Computer Science

Maths / Statistics

Job description

Optiver in Sydney invites penultimate‑year students pursuing quantitative or technical degrees to join our internship program. You will learn trading fundamentals through curated lectures and coursework, then join a research team to apply knowledge under mentorship on real-world problems.

You will tackle projects involving statistics, machine learning, big data, and pricing models, with exposure to pricing engines and high-performance libraries in a collaborative, high‑performance environment.