Quantitative Developer Intern

Role Overview: As a Quantitative Research Intern at AlphaGrep Securities, you will be part of the trading group responsible for executing algorithmic strategies based on market behavior. Your role will involve designing, implementing, and deploying high-frequency trading algorithms while exploring trading ideas through the analysis of market data and microstructure. Additionally, you will be creating tools to analyze data for patterns and contributing to libraries of analytical computations to support market data analysis and trading. Your work will play a critical role in the development, augmentation, and calibration of exchange simulators. Key Responsibilities: - Designing, implementing, and deploying high-frequency trading algorithms - Exploring trading ideas by analyzing market data and market microstructure for patterns - Creating tools to analyze data for patterns - Contributing to libraries of analytical computations to support market data analysis and trading - Developing, augmenting, and calibrating exchange simulators Qualifications Required: - Familiarity with machine learning (a plus) - Experience with data analysis, market research, and data modeling (a plus) - Strong problem-solving abilities - Software development experience in C++, Python, or R/Matlab demonstrated through coursework, research projects, or open source activities - Passion for new technologies and ideas - Ability to manage multiple tasks in a fast-paced environment - Strong communication skills - Working knowledge of Linux/Unix (Note: The above job description does not include additional details of the company.),