We are looking for a highly motivated Quantitative Researcher Intern to build and maintain predictive models that analyze and forecast price movements from financial data. You will also contribute to developing data-driven trading strategies using different methods: machine learning (ML),deep learning (DL),...

Key Responsibilities:

- Support to design and implement predictive models for financial time series

- Develop and backtest trading strategies using technical indicators and ML/DL

- Optimize model performance (feature engineering, hyperparameter tuning, evaluation)

- Deploy and maintain ML/DL pipelines in production

- Work with engineers to integrate models into live systems

- Monitor and improve strategy performance based on market changes

- Keep up with the latest in quantitative finance and AI

Working Hours: 08:30 AM - 17:30 PM, Monday to Friday, with 1,5 hours lunch break (Interns can have flexible working hours to accommodate their class schedules)

- Proficient in Python, with strong analytical thinking and problem-solving skills

- Solid foundation in mathematics, statistics, and probability, including:Linear Algebra, Calculus, Probability, Statistics, and Optimization

- Familiar with core machine learning techniques: Regression, classification, model evaluation, ensemble methods.

- Basic knowledge of deep learning, with hands-on experience using PyTorch

- Experience working with time series data, including preprocessing and modeling

- Experience in backtesting and evaluating trading strategies

- Good understanding of technical analysis and financial market

Nice to Have:

- Knowledge of portfolio optimization, risk management, or market microstructure

- Experience with cloud deployment or real-time pipelines

- Participation in competitions (e.g., Kaggle, Numerai)