Finance Intern

Role Overview: You will be responsible for formulating quantitative trading hypotheses based on mathematical constructs and designing rule-based models to respond to market conditions. Additionally, you will collaborate with internal developers to translate logic into code-compatible formats and test strategies in a live data environment. Key Responsibilities: - Formulate quantitative trading hypotheses based on mathematical constructs such as time-series patterns, stochastic processes, statistical arbitrage, and volatility-based signals. - Design rule-based models using tools from probability theory, linear algebra, calculus, or signal processing. - Collaborate with internal developers to translate logic and conditions into code-compatible formats. - Test strategies in a live data environment and iterate based on performance feedback. - Understand and apply practical trading constraints like risk management, execution delays, and edge preservation. Qualifications Required: - Final year students or recent graduates in Mathematics, Physics, Engineering, or any quantitative discipline. - Strong interest in numbers, logic, and patterns. - Basic understanding of algebra, probability, or statistics. - Exposure to coding (e.g., Python, C++, or Excel macros) is a bonus but not necessary. - Curiosity about markets or decision-making under uncertainty. - Self-driven, eager to experiment, and open to feedback. (Note: No additional details of the company were provided in the job description.),