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Internship Hedge Fund Python Jobs (NOW HIRING)

Quanta Search

QR Lead for a hedge fund

Manhattan, NY · On-site

Proficiency in advanced data research & modeling using Python and/or R * Extensive knowledge and ... Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm

Initio Capital

Fund Accountant

New York, NY · Remote

$145K - $185K/yr

Job Summary Fund Accountant Initio Capital Full-time, Part-time, Contract, Temporary, Internship ... or hedge fund experience preferred). * Strong analytical skills and attention to detail.

The Voleon Group

Fund Accountant

Berkeley, CA · On-site +1

$90K - $110K/yr

... in hedge fund, public accounting for asset management, or fund administrator * Thorough ... Exposure to or interest in gaining experience with Python or SQL (preferred) * Bachelor's degree in ...

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How much do internship hedge fund python jobs pay per hour?

As of May 29, 2026, the average hourly pay for internship hedge fund python in the United States is $58.62, according to ZipRecruiter salary data. Most workers in this role earn between $48.32 and $66.59 per hour, depending on experience, location, and employer.

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.

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Internship Hedge Fund Python jobs near you
Infographic showing various Internship Hedge Fund Python job openings in the United States as of May 2026, with employment types broken down into 75% Full Time, 23% Part Time, and 2% Temporary. Highlights an 93% Physical, 1% Hybrid, and 6% Remote job distribution, with an average salary of $121,932 per year, or $58.6 per hour.
Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Domeyard LP

Boston, MA • On-site

Full-time

Posted 18 days ago

Job description

Company Description
Domeyard, LP is a quantitative hedge fund startup based in Boston, Massachusetts. We focus on developing low latency technologies to achieve extremely consistent, long-term capital growth enabling us to save millions of dollars for market investors each year. Our trading strategies are derived from the latest advances in high-performance computing and data analysis, making us one of the fastest market participants in the world. Domeyard operates around the clock, trading a diverse range of asset classes, including equities, futures, fixed income instruments, energy products and commodities. Innovation is our main differentiator: on any given day, we process more order messages than Google searches and Twitter messages combined. Our continuous pursuit of improvement to our technology enables us to uncover opportunities that are grossly inaccessible to mainstream fund managers and their investment vehicles. For its notable role in the industry, Domeyard is also the protagonist of Harvard Business School's first case study about high frequency trading.
Job Description
Bonus! Apply through our website: http://grnh.se/83ospm
Bridging Mathematics and Low-Latency Trading
Domeyard is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.
What you'll be doing:
  • Building low latency liquidity taking or market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:
  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.

Qualifications
In addition, here are some of the attributes that we're looking for:
  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.

Additional Information
***IMPORTANT: Please apply via the link below (takes <5 minutes)***
http://grnh.se/83ospm

Apply