Quant Trading Intern: Build High-Frequency Algorithms

Alpha Grep; Hinoba-an; On-site; PHP 167,000 - 279,000; Full time

Job summary

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.

Qualifications

• Pursuing a bachelor’s degree in CS or Mathematics.
• Strong problem-solving skills and fast learner.
• Experience with data analysis, market research or data modeling is a plus.
• Programming experience in C++, Python or R/Matlab.
• Working knowledge of Linux/Unix.

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

Brilliant problem-solving abilities

Machine learning familiarity

Multitasking in fast-paced environment

Education

Bachelor's in Computer Science or Mathematics

Tools

C++

Python

R/Matlab

Linux/Unix

Job description

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.