Quantitative Developer Intern

You are a Quantitative Research Intern at AlphaGrep Securities, where you will be part of the trading group executing algorithmic strategies based on market behavior. Your responsibilities include: - 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 for this role: - Familiarity with machine learning is a plus - Experience with data analysis, market research, and data modeling is a plus - Brilliant problem-solving abilities - Software development experience in C++, Python, or R/Matlab - Passion for new technologies and ideas - Ability to manage multiple tasks in a fast-paced environment - Strong communication skills - Working knowledge of Linux/Unix AlphaGrep is a quantitative trading and investment management firm that uses a disciplined and systematic approach to identify factors generating alpha. They develop trading strategies across asset classes and trade on global exchanges.,