Quant jobs / Hudson River Trading

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

A summer internship for PhD students in HRT's algorithm development group, applying advanced research to trading across more than 200 markets. Interns rotate across teams.

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.

Apply academic research methods to trading problems
Do research and data analysis on HRT's Python/C++ stack
Use ML and time series techniques on large datasets
Build predictive models from market and non-market data

What they ask for

Required

Full-time PhD student in a quantitative subject
Fluent Python
Statistics, numerical programming or ML
Enthusiasm for finding new market opportunities
Communication skills

Education: Full-time PhD student in maths, physics, computer science, statistics, operations research, ML or similar.
Experience: PhD students
Languages and tools: Python
C++
R
MATLAB
Markets: multi-asset

How to prepare

Turn a method from your research into a testable signal
Build an honest backtest with transaction costs
Review time series and machine learning methods
Practise vectorised data analysis in Python

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.