A Paris-based quantitative trading firm is looking for outstanding final-year students to join a six-month quantitative research internship, with the opportunity to take genuine ownership of systematic research and develop trading models from initial idea through rigorous testing.

Strong research can progress towards live implementation, giving interns exposure to the full journey from quantitative hypothesis to systematic trading.

The Role:-

Research and develop systematic trading models.

Form and test quantitative hypotheses using financial data.

Build robust research, analysis and backtesting code in Python.

Evaluate model behaviour and results critically.

Take ownership of individual research projects from initial investigation through validation.

Work towards production implementation where research proves sufficiently robust.

The Profile :-

We are interested in strong final-year candidates from:

Mathematics

Physics

Computer Science

Engineering

Statistics

Other highly quantitative disciplines

MSc, engineering-school and PhD candidates are all relevant; a PhD is not required.

You should have:

Strong mathematical and analytical ability.

Excellent Python and broader programming skills.

Evidence that you can conduct independent quantitative research.

A genuine interest in systematic trading and financial markets.

The ability to work in the EU without employer sponsorship.

The Opportunity: -

This is a research-led internship with meaningful individual ownership rather than a support role.

There is scope for successful interns to progress into a permanent quantitative research position following the internship.