Blockhouse · 5 hours ago

Quant Research Internship

New York, NY

Internship

Remote

Intern

1+ years exp

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Financial Services

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Responsibilities

Develop and Implement Mathematical Models: Contribute to the development and implementation of advanced mathematical models for Transaction Cost Analysis (TCA), price impact modeling, and other quantitative problems across multiple asset classes.

Engage with Cutting-Edge Research: Proactively learn and translate complex academic papers and quantitative studies into practical, deployable models for slippage calculations and trading optimization.

Research Paper Writing: Contribute to the writing and publication of research papers on innovative techniques for measuring slippage, price impact, and optimizing trades across diverse markets.

Collaborate with Quantitative Teams: Work closely with our team of quant researchers and data scientists to push the boundaries of quantitative finance in a multidisciplinary context.

Continuous Improvement: Stay abreast of the latest developments in quantitative finance and contribute to the continuous improvement of our models and methodologies, with a focus on trading analytics and market dynamics.

Qualification

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Mathematical FinanceFinancial EngineeringMathematicsStatisticsStochastic Differential EquationsStochastic Control ProblemsPythonTrade Data AnalysisQuantitative Finance Tools

Required

Currently pursuing or having completed a Master's or PhD in a quantitative field such as Mathematical Finance, Financial Engineering, Mathematics, or Statistics.

6 months to 1 year of hands-on experience analyzing trade data in any asset class is strongly encouraged.

Must have a deep understanding of stochastic differential equations and how to solve stochastic control problems, along with a strong grasp of advanced mathematics and statistics.

Experienced in reading, understanding, and applying findings from academic research papers to practical use cases in quantitative finance.

Proficient in Python and familiar with relevant libraries and tools used in quantitative finance.

Detail-oriented with a rigorous approach to analysis and a natural curiosity for exploring new methodologies.

Possesses outstanding communication skills, capable of conveying complex quantitative concepts and results effectively across multidisciplinary teams.