About the role#
This internship offers a chance to work on high-frequency statistical arbitrage and market-making strategies. You will join a team focused on global commodities, digital assets, and various financial instruments. Interns may rotate across different tracks to gain broad experience in quantitative research and trading.
What you'll do#
- Analyze order book and market trade data to build high-frequency signals.
- Construct alpha signals for latency-sensitive and capacity-constrained strategies.
- Engage in sports and prediction market trading using quantitative pricing and liquidity management methods.
- Monitor sports betting odds, price movements, and market sentiment to generate insights for predicting outcomes.
What you'll need#
- You are pursuing or hold a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, Finance, Economics, Data Science, or Electrical Engineering.
- Experience in leading HFT proprietary trading firms or hedge funds is required.
- Strong programming skills in Python, specifically with NumPy and pandas, and proficiency in C++.
- Experience with Machine Learning or Deep Learning.
Location & details#
- This is a full-time, paid internship for Summer 2027 based on-site in New York, New York.
- Visa sponsorship is available for qualified candidates.
About InfiniteQuant
InfiniteQuant is a proprietary trading firm founded in 2020. The company operates in the capital markets sector and focuses on high-frequency quantitative trading. It maintains offices in New York, Dubai, and Hong Kong. The firm develops its trading systems, simulation tools, and data strategies in-house.
How to get in at InfiniteQuant
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