Quantitative Development & Strategy Intern, Summer 2026

Akuna Capital•Chicago, IL

31d

About The Position

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker - meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies and mathematical models. Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm's first office in 2011 in the heart of the derivatives industry and the options capital of the world - Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. Akuna's Quant team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets. The team is looking to add both Quant Development & Quant Strategy Interns to our team for our 10-week Akunacademy internship program who will make a direct and measurable impact on our trading decisions and performance. The successful candidate will have a strong programming background, familiarity with mathematical techniques and the fluency to leverage both skills to produce trading solutions and high-performance production code. In these roles you will: Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers Analyze and incorporate market signals in our trading systems Advance existing codebase and propose new solutions and improvements

Requirements

Pursuing a bachelors, masters, or PhD in a technical field - Engineering, Computer Science, Math, Physics (or related subject)
Strong Python programming background
Experience in object-oriented programming
Exposure to linear algebra and introductory statistics
Desire and ability to learn the intricacies of financial markets
Must graduate by August 2027
GPA of 3.5 or above
Legal authorization to work in the U.S. is required on the first day of employment including F-1 students using CPT, OPT or STEM

Nice To Haves

Experience with generic and/or parallel programming
Deeper understanding of any of the following fields: Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, Heterogeneous/High Performance computing
The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role
Exposure to financial markets and trading

Responsibilities

Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers
Analyze and incorporate market signals in our trading systems
Advance existing codebase and propose new solutions and improvements

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