Quantitative Trading Internship – 2027
A 10-week summer internship on the trading side of a market maker running algorithmic strategies. Interns work on project menus from desks such as FX, fixed income, options, ETFs and energy.
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.
- Solve real trading problems alongside senior traders
- Work through a menu of projects across desks
- Learn how the trading technology interacts with markets
- Help improve automated strategies
What they ask for
Required
- Strong academic record, hard sciences preferred
- Outstanding quantitative problem solving
- Some programming experience
- Self-starting and tenacious
- Team player
Preferred
- Python, SQL, Java or C++
- Education
- Strong academic background, hard sciences such as physics, engineering, maths or statistics preferred
- Experience
- Rising juniors, or students ready for full-time work between December 2027 and June 2028
- Languages and tools
- Markets
- fx, fixed-income, options, equities, commodities
How to prepare
- Practise probability and expected-value puzzles
- Learn how market makers earn the spread and manage inventory
- Write small Python analyses of market data
- Study FX, rates and options basics
What to study
- Financial Instruments, Markets and Conventions
- Probability, Statistics and Financial Data
- Market Microstructure and Execution
- Python and Data Primer
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.