Intern - Quantitative Trading

Hilltop Holdings • Chicago, IL

5d • Onsite

About The Position

Hilltop Securities Inc. (NYSE: HTH) is looking for qualified students to join our team as a Quantitative Trading Intern in the Commodities and Structuring group during the summer in our Chicago, New York, Minneapolis, or Dallas locations. By working with directly with the business group’s lead strategist, the intern will gain applied knowledge of capital markets by working on production grade models to support trading activities. Hands-on/applied experience comes through working on a trading floor and by conducting original quantitative research with the latest analytical methods and processes.

This individual will gain firsthand exposure to commodities, interest rates, foreign exchange, and other related assets by working with our commodities business unit on commercial hedging and speculative investment strategies. These strategies will include futures, options, structured products, and other derivatives. The primary component of the role is to help develop production quality applied deep learning predictive models in PyTorch to support revenue producing business/trading activities.

Our Summer 2027 Internship Program is an in-person experience lasting from May 24, 2027 to July 30, 2027, with opportunities located in downtown Dallas at our HTS Tower location and throughout the country at various branch locations.

Requirements

• Excellent analytical, verbal, written communication skills.
• Experience using Python, PyTorch, VS Code, Anaconda, Excel are essential.
• Exposure to neural networks (NN), large language models (LLM), large data sets, deep learning methods.
• Proven self-starter who can initiate tasks, work independently, and follow up to completion to produce high quality results in a timely manner.
• Exceptional time management and organizational skills.
• Rising sophomore or junior or studying (but not limited to) mathematics, statistics, economics, pure sciences, data science, computer science, engineering, finance, or other related fields.
• Candidate must have authorization to work for any employer in the US without requiring sponsorship, whether in student status or not.

Nice To Haves

• Experience/exposure to AI centric image recognition/processing techniques is a benefit but not required.
• Experience/exposure to Bloomberg is a plus but not required.

Responsibilities

• Work directly with lead strategist to learn about capital markets.
• Applied quantitative financial model development inside diverse domestic and global capital markets.
• Work with lead strategist on predictive model development.
• Develop original predictive models using the latest quantitative techniques neural networks (NN), and other large language models (LLM) models with PyTorch.
• Will work with QIS (quantitative investment strategies) product development.
• Will work with different types of data with a focus on large data sets.
• Deliver presentations to internal and external stakeholders including Managing Directors.
• Other special projects and duties as assigned.

What This Job Offers

• Job Type: Full-time
• Career Level: Intern
• Education Level: No Education Listed