Quantitative Research Intern — Finance & ML (Europe)

InternHunt; Greater London; Hybrid; GBP 28,000 - 35,000; Full time

Job summary

Citadel Securities in London invites applications for a PhD Intern in Quantitative Research. The program runs for 11 weeks, focusing on developing and testing automated quant trading strategies using advanced statistical techniques.

You will conceptualize valuation models, backtest signals, and explore unconventional data sources to drive innovation. Collaboration with senior team members and networking with peers are key features of the internship.

Qualifications

• PhD in a highly quantitative field such as mathematics, statistics, physics, or CS.
• Strong knowledge of probability and statistics, including ML, time-series, pattern recognition, NLP.
• Experience translating models into executable code and backtesting in live environments.

Responsibilities

• Conceptualize valuation strategies, develop mathematical models, and translate algorithms into code.
• Back test and implement trading models and signals in a live trading environment.
• Use unconventional data sources to drive innovation in research.
• Conduct research and statistical analysis to build monetization systems for trading signals.

Skills

PhD in quantitative field

Probability & statistics

Data-driven research

Python / R / C++ coding

Multitasking

Analytical skills

Communication skills

Education

PhD in mathematics / statistics / physics / CS

Tools

Python

R

C++

Job description

Citadel Securities in London invites applications for a PhD Intern in Quantitative Research. The program runs for 11 weeks, focusing on developing and testing automated quant trading strategies using advanced statistical techniques.

You will conceptualize valuation models, backtest signals, and explore unconventional data sources to drive innovation. Collaboration with senior team members and networking with peers are key features of the internship.