Quant jobs / Belvedere Trading

Quantitative Trading Intern – Winter Quarter 2027

A winter-quarter internship (January to March) at an options market maker, rotating between trading desks and working with developers and strategists. It cannot be moved to the summer programme.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Recap daily trades and notable trends
Rotate between product groups to learn the firm's strategies
Join daily desk strategy adjustments
Analyse large datasets for trading insights
Contribute to quantitative research projects

What they ask for

Required

Analytical, quantitative problem-solving
Data analysis skills
Ability to learn C++, C# and Python
Communication
Teamwork
Graduating December 2027 or spring 2028
In person in Chicago, January to March

Preferred

Knowledge of financial markets

Education: Students graduating December 2027 or spring 2028; degree subject not stated
Experience: Students; no prior trading needed
Languages and tools: C++
C#
Python
Markets: options

How to prepare

Learn option payoffs, Greeks and put-call parity
Practise probability and expected-value problems
Write simple Python scripts analysing trade data
Read about how options market makers quote and hedge

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Belvedere Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Belvedere Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Belvedere Trading and doesn’t handle applications.