Hudson River Trading (HRT) is seeking exceptional full-time students for their Algorithm Development Summer Internship Program. Interns will research and implement automated trading strategies, collaborating with mentors to apply quantitative modeling techniques and improve trading strategies.
Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis
Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets
Work on impactful projects in close collaboration with experienced researchers, traders, and developers
Use our world-class compute cluster to run simulations and crunch data
Build predictive models for financial markets using a combination of market and non-market data
Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy
Enjoy a curriculum of speakers, trading games, mentorships, and social events throughout the summer
Qualification
Required
You are a full-time undergraduate, masters, or PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2027
Experience programming in Python is a must; C++ is a plus for those interested in high-frequency trading
Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
A passion for applying quantitative models and technology toward solving real-world problems
Strong communication skills
Preferred
Benefits
Signing bonus of $25,000
Company-paid housing
Meals
Other perks
Hudson River Trading opertes as a multi-asset class quantitative trading firm.