Quant jobs / Hudson River Trading

Algorithm Development (Quant Research & Trading) Internship – Summer 2027

A summer internship in HRT's algorithm development group, rotating across high-frequency, mid-frequency and machine learning teams. Interns research and build trading strategies with mentors.

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.

Run research and data analysis on HRT's Python/C++ stack
Apply ML and time series methods to large datasets
Build predictive models from market and non-market data
Run simulations on the compute cluster

What they ask for

Required

Undergraduate or master's student in a quantitative subject
Python programming
Statistics, numerical programming or ML
Interest in applying models to real problems
Communication skills

Preferred

C++ for low-latency interest

Education: Full-time undergraduate or master's student in maths, physics, computer science, statistics or similar.
Experience: Students
Languages and tools: Python
C++
R
MATLAB
Markets: multi-asset

How to prepare

Build a time series forecasting project with proper validation
Practise coding in both Python and C++
Study market microstructure basics
Do probability and statistics problem sets

What to study

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

Open the roadmap

Apply

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

View the posting on Hudson River Trading’s site ↗

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