Quantitative Researcher - 2027 Summer Internship

Tradermath; Amsterdam; On-site; EUR 25,000 - 32,000; Full time

Job summary

Graviton is seeking a Quantitative Research Intern for 10-12 weeks to work on cutting-edge market research and trading strategy development in Amsterdam. You will investigate market behavior, build predictive models and solve open questions alongside researchers and engineers.

You’ll design experiments, backtests and production-ready signals, applying ML, probability and optimization to real data while collaborating across offices. Strong math and programming background required.

Qualifications

• Pursuing full-time undergraduate, Master's, or PhD in a quantitative discipline with graduation in 2028
• Strong Python and/or C++ programming ability
• Solid grounding in probability, statistics, linear algebra and optimization; ML exposure
• Experience with ML, statistical modelling or data analysis from coursework, research, or projects
• Comfort with large, complex datasets and strong analytical thinking
• Excellent communication skills to convey complex ideas clearly

Responsibilities

• Work on real research problems and discover predictive patterns from large market data
• Design statistical models to identify trading opportunities
• Apply probability, statistics and ML to open research questions
• Build AI-powered research tools and accelerate experimentation
• Develop infrastructure for large-scale research and backtests
• Translate research insights into production-ready trading signals
• Collaborate with researchers and engineers with regular feedback and mentorship

Skills

Python

C++

Probability

Statistics

Linear Algebra

Optimization

Machine Learning

Data Analysis

Communication

Education

Undergraduate/Master/PhD student in quantitative field

Tools

None

Job description

At Graviton, every strategy, model and edge begins not with instinct, but with someone asking a better question than everyone else.

As a Quantitative Research Intern, you'll spend 10-12 weeks working on research that directly shapes how we understand markets and build trading strategies. You'll collaborate with researchers and technologists to investigate market behaviour, test hypotheses, build predictive models and solve problems where the answers aren't obvious.

This isn't an internship where you observe from the sidelines. Outstanding work has the potential to shape production strategies and generate real, measurable returns.

Ideal candidates are quantitatively sharp, practically minded problem solvers, programmers, mathematicians and scientists who are excited to solve the hardest problems in our field, across our offices in the US, Singapore, Amsterdam and London.

What You'll Work On

You'll work on real research problems, not simulated exercises, discovering predictive patterns from billions of market events, designing statistical models, and applying machine learning to open research problems. Your work would include:

• Discovering predictive patterns from billions of market events
• Designing statistical models that identify trading opportunities
• Applying probability, optimization and machine learning to open research problems
• Building AI-powered research agents that accelerate experimentation
• Developing infrastructure for rapid, large-scale research
• Designing experiments and backtests to evaluate hypotheses
• Translating research into production-ready trading signals
• Exploring new ML, AI and quant finance techniques to find the next source of alpha

What You'll Learn

Beyond the technical exposure, you'll learn how experienced researchers approach hard problems: breaking them down, questioning assumptions, and deciding based on evidence rather than intuition. You'll be paired with a mentor, reporting manager and buddy, with regular code reviews and feedback throughout the internship.

What Success Looks Like

Successful interns leave having delivered a complete research project from hypothesis to evaluation, built statistically rigorous models, and demonstrated curiosity, ownership and the ability to solve open-ended problems.

Who We're Looking For

We're looking for exceptional students who genuinely enjoy solving hard problems.

• Full-time undergraduate, Master's or PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related field), graduating 2028
• Strong programming skills in Python and/or C++
• Grounded in probability, statistics, linear algebra and optimization, with experience in machine learning, statistical modelling or data analysis, whether through coursework, research or personal projects
• Comfortable working with large, complex datasets, with strong analytical thinking
• A passion for applying quantitative thinking and rigorous research to solve open-ended problems in markets
• Strong communication skills, with the ability to explain complex ideas clearly

Our Culture

More than specific technologies, we care how you think. We look for people who are curious enough to question assumptions, analytical enough to separate signal from noise, persistent enough to keep searching past the first answer, humble enough to keep learning, and excited by problems without textbook solutions.

At Graviton, researchers sit alongside engineers to solve problems where milliseconds matter and better models create real competitive advantage. You'll get meaningful ownership from day one, in a culture built on intellectual honesty and continuous improvement. Your contribution won't be measured by hours spent, but by the quality of your thinking.

Markets are among the most complex systems humans have ever created. Every day, someone discovers a better answer. This summer, that someone could be you.