Quantitative Researcher Internship (Master's or PhD) – 2027
A 10-week summer internship in the algorithmic research team of a market maker, working on real research projects. Projects can involve statistical, ML or deep learning methods on large trading datasets.
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.
- Find patterns in large trading datasets
- Build models that improve market-making algorithms
- Apply ML or deep learning to a defined project
- Present findings to senior researchers
What they ask for
Required
- Advanced degree in a quantitative subject
- Strong maths and problem solving
- Python and/or C/C++
- Pandas, NumPy or similar
- Clear communication
Preferred
- PyTorch, TensorFlow or JAX
- Statistical modelling or optimisation
- Interest in financial markets
- Education
- Master's or PhD in CS, data science, maths, statistics, engineering, physics or similar
- Experience
- Graduate students
- Languages and tools
- Markets
- multi-asset
How to prepare
- Analyse a large tick dataset with Pandas and NumPy
- Train a small deep learning model with proper validation
- Revise statistics and optimisation
- Practise timed coding and maths tests
What to study
- Financial Machine Learning
- Probability, Statistics and Financial Data
- Python for Quantitative Finance
- Market Microstructure and Execution
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Virtu Financial’s site before applying: requirements, location and pay can change after we check them.
View the posting on Virtu Financial’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Virtu Financial and doesn’t handle applications.