Quant Trading Intern: Build High-Frequency Algorithms

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. 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.