Quantitative Researcher Internship (PhD) – 2027
A 10-week summer internship in the algorithmic research team of a market maker, aimed at PhD students. Interns work on research projects supporting the customer market-making business.
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.
- Look for patterns in large trading datasets
- Develop ideas that improve trading algorithms
- Complete one or two mentored projects
- Learn how market making works
What they ask for
Required
- PhD in science, maths, engineering or similar
- Strong maths and problem solving
- C/C++ and Python
- Pandas
- Clear communication
- Interest in markets
- Education
- PhD in science, maths, engineering or another quantitative field
- Experience
- PhD students ready for full-time work between December 2027 and June 2028
- Languages and tools
- Markets
- multi-asset
How to prepare
- Analyse a large trading dataset with Pandas
- Revise statistics and numerical methods
- Learn the basics of market making
- Practise timed programming tests
What to study
- Probability, Statistics and Financial Data
- Python for Quantitative Finance
- Market Microstructure and Execution
- Financial Machine Learning
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.