New York Internships

Quantitative/Data Internship 2020

Quantbot Technologies, LP is seeking a dedicated and motivated summer intern to join us at our New York office. We are a registered investment advisor managing a multi-billion dollar global portfolio using quantitative techniques. We develop fully automated investment strategies that leverage statistical arbitrage themes to achieve superior risk-adjusted returns over a multi-year period.

As a quant firm, we live and breathe data. You will have the opportunity to be working directly with our team, who support over a petabyte of market, historical and derived data for use in our research and trading. Throughout the internship you will be helping our team research, evaluate, manipulate and add new data sets, and directly participate in the development of new ways for extracting value from our data.

Along with spending the summer in New York City, you will be working with a global team under mentorship of experienced mentors and analysts; joining us on our traditional Friday lunch; and a relaxed, dress-down atmosphere that encourages input and growth.

Internship Dates:

Beginning of June to End of August (flexible but not too short so there is time to learn)

Responsibilities:

  • Data set processing including mapping of identifiers, data 'cleaning' and formatting

  • Data quality checking and improvement

  • Creating and editing documentation on data sets

  • Interacting across teams to help implement data-focused solutions

  • Be working with a global team under mentorship of experienced mentors and analysts

Requirements:

  • Enrolled in an academic program pursuing Bachelor/ Masters/ PhD degree, or recent graduate

  • Highly motivated and proactive

  • Excellent communication skills

  • Ability to work independently and in a team

  • Solid background in Statistics

  • Able to demonstrate problem solving and coding skills in at least one programming/scripting language

  • At least some knowledge of current data science techniques

Nice To Have:

  • Financial markets/data experience

  • Machine learning experience

  • Python/Pandas experience

  • AWS Cloud experience

Quantitative Research PhD Intern

Join our research team and help to develop quantitatively-motivated trading strategies.

Requirements:

  • Currently pursuing a PhD in Computer Science, Statistics, Operations Research or a related field

  • Experience programming and analyzing data in Python or R

  • Solid background in machine learning and statistics

  • Strong research track record (publications and conference presentations)

  • Ability to work independently

Nice To Have:

  • Expertise in nonlinear optimization, statistical learning, Bayesian methods, time series forecasting, or deep learning

  • Experience working with financial data

  • Experience with distributed computing

  • Experience using Amazon's elastic compute cloud


Quantbot Technologies LP is an Equal Employment Opportunity employer and as such does not discriminate against any applicant for employment or employee on the basis of race, color, religious creed, gender, age, marital status, sexual orientation, national origin, disability, veteran status or any other classification protected by applicable discrimination laws.