Summer Quantitative Trading Internship — Chicago

genevatrading; Chicago (IL); On-site; USD 76,000 - 90,000; Full time

Job summary

Geneva Trading in Chicago is seeking exceptional students for the Summer 2027 Quantitative Trading Internship Program. This 10‑week internship provides hands‑on experience with market data, kdb+/q, and trading analytics.

Over the 10 weeks you will work on impactful projects, receive one‑on‑one mentorship from seasoned quants and technologists, and develop skills to thrive in algorithmic trading. The program serves as a direct pipeline to full‑time roles after graduation.

Qualifications

• Strong programming skills in Python (or similar languages).
• Solid understanding of statistics, probability, and optimization techniques.
• Exposure to data analysis tools (e.g., R, MATLAB, Pandas, NumPy).
• Curiosity about financial markets, algorithmic trading, and market microstructure.
• Ability to think critically and communicate complex ideas clearly.

Responsibilities

• Participate in immersive training on kdb+/q, market microstructure, and trading strategy development.
• Analyze and model trading opportunities using real-world data.
• Build and enhance tools that drive trading decisions and risk management.
• Collaborate with traders and technologists to solve high-impact problems.
• Present your work to senior leaders and receive actionable feedback.

Skills

Financial Engineering

Applied Mathematics

Computer Science

Physics

Statistics

Other STEM fields

Tools

kdb+/q

SQL

R

MATLAB

Pandas

NumPy

Job description

Geneva Trading in Chicago is seeking exceptional students for the Summer 2027 Quantitative Trading Internship Program. This 10‑week internship provides hands‑on experience with market data, kdb+/q, and trading analytics.

Over the 10 weeks you will work on impactful projects, receive one‑on‑one mentorship from seasoned quants and technologists, and develop skills to thrive in algorithmic trading. The program serves as a direct pipeline to full‑time roles after graduation.