Quant Trading Intern: High-Frequency Alpha Hunter

Hilbert Technologies Inc.; New York (NY); On-site; USD 60,000 - 80,000; Part time

Job summary

Hilbert Technologies Inc. in New York is seeking a motivated individual to handle high-frequency financial data and develop quant-driven trading strategies. Candidates should possess a BS/MS/PhD in a STEM field and demonstrate strong Python and C++ skills.

This role involves significant responsibility for managing complex data and requires a commitment of at least 20 hours per week for a minimum of two months. Ideal candidates will be proactive learners, dedicated, and ready to work in a dynamic environment.

Qualifications

• BS/MS/PhD degree with a STEM major – Engineering, Computer Science, Math, Physics (or related subject).
• Ability to work for at least 20 hours per week, for a minimum of 2 months.
• Strong Python and C++ programming background.
• Familiarity with Linux environment.

Responsibilities

• Handle multi-dimensional data of high frequency with in-depth knowledge of market microstructure behaviors.
• Alpha hunting based on high-frequency financial data.
• Develop and backtest quant driven trading strategies.

Skills

Python programming

C++ programming

Linux environment familiarity

Strong working ethic

Good communication skills

Education

BS/MS/PhD degree with a STEM major

Job description

Hilbert Technologies Inc. in New York is seeking a motivated individual to handle high-frequency financial data and develop quant-driven trading strategies. Candidates should possess a BS/MS/PhD in a STEM field and demonstrate strong Python and C++ skills.

This role involves significant responsibility for managing complex data and requires a commitment of at least 20 hours per week for a minimum of two months. Ideal candidates will be proactive learners, dedicated, and ready to work in a dynamic environment.