Quantitative Researcher - 2027 Summer Internship

Graviton Research Capital LLP

1d

About The Position

The Quantitative Research Intern will spend 10–12 weeks conducting research that helps Graviton understand markets and build trading strategies. The intern will collaborate with researchers and technologists to investigate market behaviour, test hypotheses, build predictive models, and solve open-ended problems. Outstanding work may contribute to production strategies and measurable returns. The position is offered across Graviton’s offices in the US, Singapore, Amsterdam, and London.

The intern will work on real research problems, including discovering predictive patterns in market events, designing statistical models, applying machine learning, developing research infrastructure, and translating research into production-ready trading signals. The internship includes mentorship, a reporting manager and a buddy, as well as regular code reviews and feedback. Successful interns are expected to complete a research project from hypothesis through evaluation, build statistically rigorous models, and demonstrate curiosity, ownership, and problem-solving ability.

Requirements

• Be a full-time undergraduate, Master's, or PhD student in a quantitative discipline such as mathematics, physics, computer science, or statistics, or a related field, graduating in 2028.
• Have strong programming skills in Python and/or C++.
• Have a grounding in probability, statistics, linear algebra, and optimization.
• Have experience with machine learning, statistical modelling, or data analysis through coursework, research, or personal projects.
• Be comfortable working with large, complex datasets and have strong analytical thinking.
• Be passionate about applying quantitative thinking and rigorous research to open-ended problems in markets.
• Have strong communication skills and the ability to explain complex ideas clearly.

Responsibilities

• Discover predictive patterns from billions of market events.
• Design statistical models that identify trading opportunities.
• Apply probability, optimization, and machine learning to open research problems.
• Build AI-powered research agents to accelerate experimentation.
• Develop infrastructure for rapid, large-scale research.
• Design experiments and backtests to evaluate hypotheses.
• Translate research into production-ready trading signals.
• Explore new machine learning, AI, and quantitative finance techniques to find sources of alpha.

Benefits

• Mentor, reporting manager, and buddy during the internship.
• Regular code reviews and feedback.

What This Job Offers

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