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AlphaGrep Securities seeks a Quantitative Trading Intern who will be part of a trading group executing algorithmic strategies based on market behavior. The intern will help design, implement, and deploy high-frequency trading algorithms while exploring ideas by analyzing market data.
Ideal candidates are computer science or mathematics undergraduates with programming experience in C++, Python or R/Matlab, and a strong interest in data modeling and Linux/Unix environments.
AlphaGrep Securities 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
QUALIFICATIONS: AlphaGrep encourages bachelor’s students in computer science or mathematics to apply.