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Internship Algorithmic Trading Quant Jobs in Bloomfield, NJ

Trading Interview

Quantitative Trader

Manhattan, NY · On-site

$150 - $250/hr

At Jane Street, quantitative traders identify market signals, analyze and execute strategies ... algorithmic trading systems, manage risk, develop new businesses, and more. Our trading desks are ...

TIAA

Quant Trader, Brooklyn Direct Indexing

Manhattan, NY · On-site

$162 - $225/hr

Execute equity orders across markets using quantitative and algorithmic trading techniques. * Monitor market conditions, liquidity, transaction costs, and execution performance to optimize trade ...

TIAA

Quant Trader, Brooklyn Direct Indexing

New York, NY · On-site

$162K - $225K/yr

Execute equity orders across markets using quantitative and algorithmic trading techniques. * Monitor market conditions, liquidity, transaction costs, and execution performance to optimize trade ...

TIAA

Quant Trader, Brooklyn Direct Indexing

Manhattan, NY · On-site

$162K - $225K/yr

Execute equity orders across markets using quantitative and algorithmic trading techniques. * Monitor market conditions, liquidity, transaction costs, and execution performance to optimize trade ...

TIAA

Quant Trader, Brooklyn Direct Indexing

New York, NY · On-site

$162K - $225K/yr

Execute equity orders across markets using quantitative and algorithmic trading techniques. * Monitor market conditions, liquidity, transaction costs, and execution performance to optimize trade ...

UBS

Electronic Trading Quantitative Analyst

New York, NY · On-site

$145K - $172K/yr

... algorithmic trading strategies? We're looking for someone to analyze, adapt and improve the ... The team You'll be working in the Quantitative Analysis & Development team in New York. The team is ...

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Internship Algorithmic Trading Quant information

What is an internship algorithmic trading quant?

An Internship Algorithmic Trading Quant is a student or recent graduate who works with a quantitative trading team to develop, test, and implement mathematical models and algorithms used for automated trading in financial markets. Their responsibilities often include data analysis, coding trading strategies, backtesting performance, and collaborating with senior quants and traders. This role provides hands-on exposure to quantitative finance, programming, and financial markets, making it a valuable learning experience for those interested in a career in trading, finance, or data science.

What types of projects or tasks can I expect to work on as an internship algorithmic trading quant?

As an Algorithmic Trading Quant Intern, you'll typically work on projects involving data analysis, strategy backtesting, and model development. You may assist in researching and testing new trading algorithms, analyzing market data, and developing tools to improve trading efficiency. Interns often collaborate closely with quantitative researchers, software engineers, and traders, gaining exposure to both the technical and business aspects of trading. This hands-on experience is invaluable for understanding how quantitative strategies are developed and deployed in real-world markets.

What are the key skills and qualifications needed to thrive as an internship algorithmic trading quant, and why are they important?

A strong foundation in mathematics, statistics, and programming (especially in Python, C++, or MATLAB), along with coursework or experience in finance, is essential for an Internship Algorithmic Trading Quant. Familiarity with data analysis libraries, quantitative modeling tools, and version control systems like Git is typically required. Analytical thinking, attention to detail, and effective communication set candidates apart in collaborative and fast-paced trading environments. These skills are crucial for designing, testing, and implementing robust trading algorithms that perform reliably in real-world financial markets.

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Internship Algorithmic Trading Quant jobs near you

Quant Researcher, Trading

1201 Invesco Advisors Inc.

Manhattan, NY • Hybrid

$120K - $160K/yr

Full-time

Medical, Retirement, PTO

This job post has expired today. Applications are no longer accepted.

Job description

About Invesco As one of the world's leading independent global investment firms, Invesco is dedicated to rethinking possibilities for our clients. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world. If you're looking for challenging work, intelligent colleagues, and exposure across a global footprint, explore your potential at Invesco. Benefits Flexible paid time off Hybrid work schedule 401(K) matching of 100% up to the first 6% with a discretionary supplemental contribution Health & wellbeing benefits Parental leave benefits Employee stock purchase plan Job Description About the Role: Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading Research team, where they will help generate trading insights and improve execution outcomes across global markets and asset classes. The role combines quantitative research, market and trading data analysis, transaction cost analysis, and tool development to support more effective trading strategies and investment outcomes. Responsibilities Investigate the properties of Invesco's orders using transaction cost analysis. Research execution tools across asset classes. Partner with various investment teams across the globe to better understand execution requirements. Help identify areas of trading strategy improvements. Analyze market and trading data and create models to improve existing trading tools and strategies. Build and help automate various transaction cost analysis (TCA) reports. Qualifications MSc or PhD in a STEM major such as statistics, mathematics, computer science, computational physics/chemistry/biology; or a Bachelor's degree with at least two years of relevant experience and strong technical skills. Hands‐on experience with SQL and R/Python, and mastery of data science tools such as Shiny or R/Python Notebook; otherwise, an ability to quickly learn such tools must be demonstrated. Experience in transaction cost analysis, algorithmic trading research, or developing execution algorithms at a reputable buy‐side firm, hedge fund, or top‐tier investment bank is preferred. Good knowledge of broad quantitative finance concepts and methodologies; specific knowledge of financial market microstructure, OMS/EMS, order execution and reporting processes is a plus. Team player, open‐minded, used to a collaborative work environment. Excellent technical verbal and written communication skills. Ability to communicate a big‐picture idea and then zoom into the details. Pragmatic mind with a preference for hands‐on work over purely theoretical development. Ability to conduct complex analysis and present data in a meaningful way. Strong organizational skills and detail oriented. Compensation The salary range for this position in New York, NY is $120,000–160,000 base/year. The total compensation offered includes salary and incentive pay and will vary based on skills, experience and location. Workplace Model Employees are expected to comply with Invesco's most current workplace model, which as of October1, 2025, requires spending at least four full days each week working in an Invesco office. Equal Employment Opportunity Invesco is an equal‐opportunity employer. All qualified applicants will receive consideration for employment without regard to race, creed, color, religion, sex, gender, gender identity, sexual orientation, marital status, national origin, citizenship status, disability, age, or veteran status. Our equal‐employment efforts comply with all applicable U.S. state and federal laws governing non‐discrimination in employment. #J-18808-Ljbffr

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