Walleye Capital is seeking Quantitative Researcher Interns to work in the Quantic team to identify and capitalize on profitable trading opportunities in global equities, options, and futures by leveraging advanced statistical modeling techniques.
Requirements
- Strong programming skills—particularly in Python or R
- Experience working with large datasets, APIs, or databases.
- Rigorous analytical thinking
- Statistical modeling abilities
- Familiarity with techniques from machine learning, optimization, or time-series analysis.
Responsibilities
- Research, design, and test predictive signals, data sets, and systematic trading strategies.
- Extract and analyze large datasets from structured and unstructured sources, applying advanced statistical and computational methods.
- Enhance research infrastructure and tools for trading, risk management and attribution.
- Develop machine learning models to predict patterns in asset returns, risks, trading costs, or other portfolio-relevant variables.
- Design and implement scalable code across various stages of the investment process.
- Work in Python and/or R, with opportunities to contribute to research tools and libraries.
Other
- The internship is 10 weeks in length and will take place in Boston from June to August 2026.
- Are pursuing an undergraduate or advanced degree in computer science, engineering, statistics, mathematics, or a related field, with an expected graduation date between December 2026 and June 2027.
- Are self-starters who enjoy digging into complex, open-ended problems and can work both independently and collaboratively with a team.
- Exhibit a genuine interest in financial markets, systematic investing, and using technology in dynamic, data-rich environments.
- Thrive in a collaborative culture that values intellectual humility, creativity, and continuous learning.
