Quantitative Research Intern (LLMs & AI Agents)

Requirements

• Candidates holding or pursuing a BS (Hons), MS or PhD in Computer Science, Artificial Intelligence, Computer Vision, Machine Learning, Data Science or Mathematics are strongly preferred
• Exceptional candidates without an advanced degree will also be considered. Prior quant analysis or trading experience is a benefit.
• Programming skills is a must (Python/ C++/Java)
• Have deep learning, LLM, NLP or prompt engineering course work or experience is a plus
• Participated in national and international mathematics or programming competitions (preferred)

Benefits

Additional Information

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies - the foundation of a balanced, global investment platform. WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement. Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it. The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models. WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Research Intern. The person must have a good understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. This position is responsible for assisting with daily research and analysis tasks - which includes scripting for monitoring and alpha signal analysis. Candidates need not have prior knowledge of financial markets, but must have a strong interest in learning about stock markets and other capital markets. Successful candidates will self-starters, have a research scientist mind-set, and be creative and persevering deep thinkers who are motivated by unsolved challenges. Our highly accomplished senior staff will provide the interns with mentoring and guidance to help them succeed.

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