Intern Hiring 2027 New

Trading Interview; Hinoba-an; On-site; PHP 167,000 - 246,000; Part time

Job summary

AlphaGrep Securities seeks a Quantitative Trading Intern, who will be part of a trading group which executes algorithmic strategies based on market behavior. The role includes designing, implementing, and deploying high-frequency trading algorithms and exploring trading ideas by analyzing market data and market microstructure for patterns.

We cover the global markets by leveraging technology, risk management and quantitative research.

Qualifications

• Pursuing a bachelor’s degree in computer science or mathematics.
• Familiarity with machine learning (a plus).
• Experience with data analysis, market research or data modeling (a plus).
• Brilliant problem-solving abilities.
• Software development experience demonstrated through coursework, research projects, or open source activities, preferably in C++, Python or R/ Matlab.

Responsibilities

• 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

Skills

Problem solving

Multi-tasking

Linux knowledge

Education

CS or Mathematics Bachelor student

Tools

C++

Python

R/ Matlab

Job description

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
• 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 students in computer science or mathematics 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
• A working knowledge of Linux/Unix

AlphaGrep is "a quantitative trading and investment firm" founded in 2010 by University of Pennsylvania alumni Mohit Mutreja and Parshant Mittal, who returned to India after working at global hedge…