Quant Researcher Internship — HFT & Market Making

InfiniteQuant; New York (NY); On-site; USD 34,000 - 55,000; Full time

Benefits offered by this job

Visa sponsorship available

Performance-based bonus

Job summary

InfiniteQuant LLC invites talented students and graduates to a 10-week Quantitative Researcher/Developer Internship in New York. You will work on high-frequency statistical arbitrage and market making across commodities and digital assets, with exposure to multiple tracks and real market data.

Successful interns will rotate through tracks, gaining hands-on experience in research and trading alongside seasoned quants.

Qualifications

• Pursuing or holding a Master’s or Ph.D. in a quantitative field with understanding of market microstructure.
• Experience at leading HFT prop shops, trading firms, or hedge funds.
• Crypto trading experience is a plus.
• Data-driven research, quantitative statistics, and strategy development are expected.
• Strong Python skills, especially with NumPy and pandas; Proficiency in C++.

Responsibilities

• Analyze order book data and market trade data to generate high-frequency signals with statistical significance.
• Contribute to alpha signal construction and monetization for latency-sensitive strategies.
• Participate in prediction market trading and quantitative pricing/ liquidity management.
• Attend workshops, coaching sessions, and on-site training; collaborate with research and trading teams.

Skills

Python

C++

ML/DL

Kaggle

Education

Master's or Ph.D. in a quantitative discipline

Tools

NumPy

pandas

Job description

InfiniteQuant LLC invites talented students and graduates to a 10-week Quantitative Researcher/Developer Internship in New York. You will work on high-frequency statistical arbitrage and market making across commodities and digital assets, with exposure to multiple tracks and real market data.

Successful interns will rotate through tracks, gaining hands-on experience in research and trading alongside seasoned quants.