Equity Arbitrage Quant Research Intern - NYC

Jain Global LLC; New York (NY); Presencial; USD 182.000 - 234.000; Jornada completa

Descripción de la vacante

Jain Global LLC in New York, NY invites applications for a Quantitative Research Intern – Equity Arbitrage to join our Equity Derivatives team. You will work at the intersection of statistics, markets, and systematic trading, building models to identify pricing inefficiencies.

The role offers hands-on experience with large datasets, backtesting, and collaboration with portfolio managers. An advanced degree in mathematics or finance is preferred; strong Python skills are required.

Formación

• Pursuing master's or Ph.D. in a quantitative field.
• Strong foundation in probability, statistics, linear algebra, and optimization.
• Experience with time series analysis, regression, and machine learning.
• Proficient in Python for data analysis and modeling.

Responsabilidades

• Analyze large-scale equity and market datasets to identify arbitrage opportunities and inefficiencies.
• Develop and implement quantitative models for equity arbitrage strategies (e.g., statistical arbitrage, relative value, pairs trading).
• Conduct rigorous backtesting and validation of trading signals.
• Collaborate with researchers and developers to enhance model performance and execution efficiency.
• Explore new data sources and features to improve predictive power.
• Communicate findings clearly to the team and contribute to live research initiatives.

Conocimientos

Statistics

Time series analysis

Python

Data analysis

Communication

Educación

Master's degree in Mathematics or Statistics

Ph.D. in Financial Engineering or related field

Herramientas

Pandas

NumPy

Descripción del empleo

Jain Global LLC in New York, NY invites applications for a Quantitative Research Intern – Equity Arbitrage to join our Equity Derivatives team. You will work at the intersection of statistics, markets, and systematic trading, building models to identify pricing inefficiencies.

The role offers hands-on experience with large datasets, backtesting, and collaboration with portfolio managers. An advanced degree in mathematics or finance is preferred; strong Python skills are required.