QuantFlux Labs

Company Description: QuantFlux Labs is an independent research and development firm focused on designing intelligent trading algorithms and ultra-low latency systems for modern financial markets. We explore the intersection of deep reinforcement learning, quantitative modeling, and high-frequency execution, aiming to create adaptive systems that understand and respond to market microstructure in real time. Our work blends applied machine intelligence with advanced optimization, distributed computing, and time-series analysis — pushing the boundaries of how machines perceive and act within dynamic market environments. Role Type: Unpaid / Research Collaboration / Internship Role Description: This is an internship role for an A.I. Research Associate that is remote. The A.I. Research Associate will be responsible for conducting research on machine learning models, developing and testing trading algorithms, analyzing financial data, and assisting with the design of intelligent systems. Additional tasks include collaborating with team members to enhance system performance and staying updated on the latest developments in artificial intelligence and quantitative research. Skill Set : Python (NumPy, Pandas, PyTorch/TensorFlow) Reinforcement Learning, Time-Series Modeling Statistics, Probability, Linear Algebra Basic understanding of Financial Markets. What you’ll gain: Gain direct experience with algorithmic trading simulations and high-frequency trading (HFT) research. Receive mentorship from a founder who is deeply knowledgeable in deep learning and quantitative finance. Contribute to publications, open-source projects, or portfolio-worthy research. Gain exposure to advanced time-series modeling, reinforcement learning, and algorithm optimization.