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Internship Hedge Fund Python Jobs in New York (NOW HIRING)

The Cypress Group

Data Engineer

New York, NY

$200K - $250K/yr

... hedge fund in NYC looking for a talented Data Engineer to join their team. Qualified candidates will have 5-10+ years of professional experience. Specific hands-on experience with Python, SQL, AWS ...

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Internship Hedge Fund Python information

What is the difference between Internship Hedge Fund Python vs Quant Analyst?

AspectInternship Hedge Fund PythonQuant Analyst
Required CredentialsUndergraduate or graduate in finance, computer science, or related fields; programming skills in PythonAdvanced degree (Master's or PhD) in finance, mathematics, or related fields; strong programming and statistical skills
Work EnvironmentInternship setting within hedge funds; focus on learning and support rolesFull-time professional role; involved in model development and trading strategies
Employer & Industry UsageHedge funds, asset management firms; entry-level positionFinancial institutions, hedge funds, proprietary trading firms; analytical and research-focused

Internship Hedge Fund Python positions are typically entry-level, focusing on learning Python programming and supporting hedge fund operations. Quant Analysts are more advanced roles requiring higher education and involve developing quantitative models for trading strategies. While both roles require programming skills, Quant Analysts have a broader scope of responsibilities and higher credentials.

What are the most commonly searched types of Hedge Fund Python jobs in New York? The most popular types of Hedge Fund Python jobs in New York are:
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Internship Hedge Fund Python jobs near you
Infographic showing various Internship Hedge Fund Python job openings in New York as of June 2026, with employment types broken down into 81% Full Time, 15% Part Time, and 4% Contract. Highlights an 90% Physical, 1% Hybrid, and 9% Remote job distribution.

Immediate Start - Quant Researcher - Systematic Commodities Hedge Fund

Moreton Capital Partners

New York, NY • On-site

Full-time

Medical, Life, PTO

Re-posted 20 days ago

Job description

Immediate Start - Quant Researcher - Systematic Commodities Hedge Fund
Moreton Capital Partners is rapidly expanding and seeking a talented Quantitative Researcher to join us in our Mexico City office to sit alongside a world class, international team.
This is a high-impact role from day one. You'll take full ownership of designing, testing, and refining the next generation of alpha signals in commodity futures, with your models feeding directly into live trading portfolios. Our research is grounded in advanced machine learning, robust testing frameworks, and deep expertise across global commodity markets.
We're looking for someone ready to hit the ground running and available to start immediately. In return, we offer a competitive salary, substantial performance share, comprehensive benefits, incredible work environment and a relocation package to make the move seamless.
Key Responsibilities
  • Research, prototype, and validate systematic trading signals across commodities using advanced ML methods.
  • Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests.
  • Engineer and evaluate novel features from prices, fundamentals, positioning, options data, and alternative datasets (e.g., satellite, weather and global commodity cash pricing).
  • Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods.
  • Develop portfolio construction and optimization techniques and analysis tools to be able to enhance performance and track effects on portfolio execution.
  • Collaborate with developers to transition research into production-ready strategies.
  • Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library.

Requirements
  • Masters or PhD in either Statistics, Economics, Computer Science.
  • Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML).
  • Proficiency in Python (pandas, NumPy, scikit-learn, XGboost, PyTorch/TensorFlow).
  • Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias.
  • Academic experience in research and proven ability to translate academic work to production code.
  • Prior exposure to systematic trading or financial modelling.
  • Ability to design experiments, interpret results, and iterate quickly in a research environment.

Bonus points for:
  • Knowledge of commodities (agriculture, energy, metals) or macro markets.
  • Experience with feature engineering on non-traditional datasets (options positioning, weather, satellite).
  • Experience collaborating in version control environments.
  • Familiarity with portfolio optimization, risk parity, or Bayesian model averaging.
  • Publications, Kaggle competitions, or research track record demonstrating applied ML excellence.

Benefits
  • Direct impact: Your alphas will go live into production portfolios, with real capital behind them.
  • Research-first culture: We value deep thinking, novel approaches, and systematic rigor.
  • Close collaboration across a global team.
  • Career growth: Clear trajectory to senior researcher roles as we scale AUM and expand product lines.
  • Attractive compensation: Highly competitive base salary and annual bonus that scales as the business grows.
  • Relocation package to our Mexico City office, along with a competitive benefits offering that includes health and life insurance, a year-end bonus, and generous paid time off.
  • Positive, inclusive and encouraging work environment.

Apply