Quant jobs / Jain Global

Quant Research Intern – Systematic Trading (Summer 2027)

A summer internship in the systematic trading team of a multi-strategy hedge fund. You work with researchers and developers on data-driven strategies and the systems behind them.

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.

Clean and organise large financial datasets
Build and test models for pricing, forecasting and trading
Help design systematic strategies with researchers and developers
Speed up and de-risk research processes

What they ask for

Required

Pursuing a Master's or PhD in ML, computational finance, maths, CS, statistics or similar
Python or another OO or functional language
Statistical modelling, linear and non-linear
Large-dataset analysis
Teamwork and communication

Education: Currently pursuing a Master's or PhD in a quantitative field
Experience: Current students; possible full-time offer afterwards
Languages and tools: Python

How to prepare

Build a cleaned dataset and a documented back-test in Python
Revise linear regression, regularisation and tree-based models
Study how to test for overfitting in trading research
Prepare a short project write-up you can present

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 Jain Global’s site before applying: requirements, location and pay can change after we check them.

View the posting on Jain Global’s site ↗

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