Quantitative Research Intern - Trading Strategies in Prediction Markets

Join Kirin as a Quantitative Research Intern focusing on the exciting field of prediction markets. This role offers a unique opportunity to immerse yourself in trading strategies while working with live capital. You will have the autonomy to make impactful decisions and witness the direct results of your efforts in a dynamic environment.Key Responsibilities:Create, evaluate, and deploy quantitative trading strategies across US equities and cryptocurrency markets.Oversee trading operations, including executing trades in real-time, managing risks, and determining position sizes.Continuously enhance and optimize existing algorithms to boost trading performance.Conduct market analyses to uncover profitable trading opportunities using statistical and machine learning techniques.Produce regular performance reports and articulate insights effectively to the team.Qualifications:Strong foundation in quantitative analysis, algorithmic trading, and statistical modeling.Proficiency in programming languages such as Python, TypeScript, Go, or Rust.Demonstrated interest or experience in cryptocurrency trading and/or US equity markets.Familiarity with trading platforms, data analysis tools, and understanding of market microstructure.Exceptional problem-solving abilities with a keen eye for detail.Capable of working independently and making swift decisions in high-pressure situations.Compensation Structure:Participate in a transparent profit-sharing model where you will trade using the company's capital, aligning your incentives directly with performance outcomes.

Quick FactsRole: Quantitative ResearcherLocation: 5 days/week @ NYC HQBase Salary: $200K to $325KEquity: Competitive initial grant plus annual performance-based bonusesAbout MomentMoment is at the forefront of developing innovative trading and portfolio management technology. Our flagship product suite encompasses high-throughput market data pipelines, automated smart order routing algorithms, real-time portfolio ledgering and position tracking, as well as advanced portfolio optimization techniques.Founded in 2023 by a dynamic team of quantitative traders and researchers from Citadel and Jane Street, we have successfully secured over $100 million in funding from notable investors including Andreessen Horowitz and Index Ventures. Our technology supports critical operations for financial institutions managing assets exceeding $8 trillion.The Research Team at Moment tackles complex challenges such as:Executing over 100K variable portfolio optimizations within seconds.Creating machine learning models to predict relative value and future performance of fixed income securities.Formulating risk models to assess the tracking error across portfolios.Developing AI agents to conduct credit research, construct custom portfolios, and automate essential portfolio management functions.You're a Great Fit If...You are a quantitative researcher or trader, with a willingness to consider strong candidates from other fields.You possess a bachelor's degree or PhD in Mathematics, Physics, Statistics, Economics, or Computer Science.You have experience writing production-ready code in Python.You are resourceful and eager to tackle challenges.You enjoy collaborating closely with clients; at Moment, researchers also act as product managers.Preferred QualificationsExperience in fixed income quantitative research.Familiarity with numerical optimization techniques.Knowledge of factor and risk models.Experience with Polars.Proficiency in machine learning pipelines.Experience with multi-modal LLMs.BenefitsHealth Insurance401k

Join Hudson River Trading (HRT) as a Mid-Frequency Quantitative Researcher, where you will play a pivotal role in the development of systematic trading strategies that leverage cutting-edge statistical methodologies across diverse datasets. You will implement innovative trading models driven by unique market behavior predictions while utilizing HRT's state-of-the-art research and trading infrastructure. As a vital member of our dynamic team, you will actively engage in all facets of strategy development, including alpha generation, portfolio optimization, and the design of trade execution algorithms. Your responsibilities will encompass not only prototyping and researching various strategy components but also coding to bring your concepts to life. A passion for programming is essential for success in this role.

At Jump Trading Group, we are dedicated to pioneering research and pushing the limits of scientific knowledge in the realms of Mathematics, Physics, and Computer Science. Our mission is to apply groundbreaking research to the global financial markets. We foster a unique culture that values innovation, creativity, intellectual honesty, and a competitive spirit, all while emphasizing collaboration and mutual respect. Here, we believe that our collective success is built on the individual talents of our team members.With a commitment to excellence, we integrate world-class talent, robust infrastructure, and an intense focus on research to develop and enhance trading strategies across various asset classes and time horizons. Our involvement in the competitive and rapidly evolving equities market is facilitated through diverse business operations. Our researchers collaborate on projects that delve into specific market opportunities, latency variations, and diverse research methodologies, including Machine Learning and Deep Learning. Our collaborative environment strikes a balance between focused expertise and the flexibility to explore innovative ideas without rigid hierarchies.We are currently seeking experienced Quantitative Developers to join our dynamic “mixed frequency” research team, where project horizons range from minutes to days. This fast-paced, flat structure empowers each team member while expecting high levels of performance and engagement in our global research and development efforts.

About Comity Comity builds financial frameworks for the next generation of energy systems. The team focuses on making energy more reliable, transparent, and efficient, with the long-term goal of fully renewable, autonomous, and resilient systems. Statistical learning and convex optimization are core to the approach. Founded by Stanford alumni and professionals with backgrounds in complex systems, machine learning, and structured finance, Comity’s leadership brings experience from Apple, Bluevine, Affirm, Square, and Google. The company is supported by investors such as Maverick Ventures and Caffeinated Capital. Offices are in Chicago, New York City, and San Francisco. Role Overview: Quantitative Researcher, Portfolio Optimization This Quantitative Researcher will focus on portfolio optimization for Comity’s power trading strategies. The position is based in New York. Early team members shape portfolio design, research direction, technology choices, and company culture. What You Will Do Develop information systems to monitor and guide Comity’s multi-strategy, market-specific autonomous trading systems. Set acceptance criteria for new trading strategies. Work with risk management on risk assessments and quantitative risk modeling. Collaborate with software engineers, quantitative researchers, and finance to bring new assets to market and achieve business goals. What We Look For Experience managing P&L as a quantitative portfolio manager. Strong background in applied mathematics, probability, statistics, and numerical algorithms. Understanding of optimization techniques relevant to finance. Proficiency in coding, especially Python. Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative field. Excellent communication and collaboration skills.

Galaxy Digital Services is a global company focused on digital assets and advanced data center infrastructure. Based in New York City, the team builds products and services that support finance and artificial intelligence, with a strong emphasis on blockchain technology and digital asset innovation. The company operates across North America, Europe, the Middle East, and Asia, serving institutions, startups, and developers who are shaping the future of Web3 and AI. Under the leadership of CEO and Founder Michael Novogratz, Galaxy Digital Services brings together deep crypto expertise and institutional experience. The platform covers trading, investment banking, asset management, staking, self-custody, and tokenization technology, as well as investments in high-performance data center infrastructure for AI and computing needs in the United States. More information about the company's businesses and products is available at www.galaxy.com. Our Values Strive for Excellence. Be Selective for Greater Impact. Align Closely, Operate Freely. Embrace Open Disagreement. Foster Independent Decision-Making. Assemble Exceptional Teams. Role overview The Vice President of Quantitative Development will join the Crypto trading desk in New York City. This role focuses on collaborating with traders, quantitative analysts, and developers to design, implement, and refine market-making and quantitative trading strategies. The work environment values innovation, rapid iteration, and teamwork. Requirements Extensive experience in software development and quantitative analysis Strong understanding of financial markets, especially in FX and Crypto trading Ability to work closely with cross-functional teams to deliver trading solutions Your profile The ideal candidate brings a track record of technical proficiency and a collaborative approach. Success in this position requires a deep background in both programming and quantitative finance, with a focus on the unique challenges of digital asset markets.

About Bridgewater AssociatesBridgewater Associates is a leading asset management firm dedicated to providing innovative insights and collaboration for the most discerning global institutional investors.Our investment approach is grounded in a relentless desire to comprehend the intricacies of global markets and economies, utilizing cutting-edge technology to validate and implement age-old, universal investment principles.Founded in 1975, we pride ourselves on a culture of independent thought and a steadfast commitment to excellence. By nurturing an environment of openness, transparency, and inclusivity, we aim to decipher the most complex issues in investment strategy, management, and corporate culture.For more information about Bridgewater, please visit our website.

Vola Dynamics stands at the forefront of software innovation and research in advanced options analytics. Our renowned volatility fitting tools and high-speed option pricing engines set the benchmark for industry standards, empowering leading hedge funds, proprietary trading firms, market makers, and global banks to make informed decisions.As a Quantitative Researcher, you will delve into pioneering challenges in volatility modeling and options valuation, covering both vanilla and exotic options across diverse asset classes. You will implement your innovative solutions using a state-of-the-art C++ and Python library relied upon by the most elite market participants. Joining a rapidly expanding team, your contributions will yield immediate and significant impacts.This role represents one of the most exhilarating opportunities in the field of quantitative finance today.

THE POSITIONYour next big career move starts here! The Senior Director of Performance and Insights – FanDuel Predicts plays a pivotal role in establishing and leading the analytics framework that drives decision-making, performance management, and execution across Commercial, Product, and Marketing for FanDuel Predicts. This visionary leader will create a single source of truth for Predicts, defining essential metrics and ensuring that insights lead to actionable strategies across the organization. Reporting directly to the General Manager of Prediction Markets, the Senior Director will oversee Predicts’ performance management system, which includes KPI frameworks, forecasting support, dashboards, and leadership reporting. This role combines analytical expertise with astute business judgment to maintain clarity, accountability, and agility as Predicts scales. The ideal candidate will collaborate closely with teams across Product, Marketing, Partnerships & Commercial Operations, Finance, and centralized FanDuel Analytics to ensure that Predicts’ strategy, execution, and customer experience are driven by high-quality data and insights. In addition to the outlined responsibilities, employees may be tasked with additional duties as assigned by the Company, ensuring operational flexibility to meet evolving business needs. THE GAME PLANEvery team member contributes to our success. Own the “why” of FanDuel Predicts, serving as the single source of truth across the business. Define not just what success looks like, but also how, when, and why we measure it. This is a leadership-focused role, not just reporting or BI. Build and lead the Predicts Analytics function, encompassing commercial performance, product usage and experience, and marketing effectiveness. Define and manage Predicts’ KPI framework, ensuring consistent definitions, targets, and ownership across Commercial, Product, Marketing, and Operations. Develop a high-performing analytics team, fostering a culture of rigor, curiosity, and strong business collaboration. Articulate Predicts’ performance narrative for senior leadership, shaping how results, risks, and trade-offs are presented to the SVP, FanDuel ELT, Flutter Ventures, and the Board. Lead the development of dashboards and reporting that provide timely visibility into revenue, customer engagement, acquisition efficiency, retention, and product performance.

At Trexquant, a cutting-edge systematic hedge fund, we leverage a multitude of statistical algorithms to navigate global equity, futures, and other markets. Our approach harnesses extensive datasets to create comprehensive feature sets, utilizing advanced machine learning techniques to unearth trading signals and integrate them into market-neutral portfolios. We are actively seeking talented individuals from diverse backgrounds, including data science, physics, engineering, economics, and programming, to pioneer the next wave of machine learning strategies that adeptly forecast the movements of liquid financial assets.As a Quantitative Researcher, you will engage in the development of market-neutral signals, meticulously parse and analyze large datasets, and collaborate with the Data and Strategy Research team to construct a variety of predictive models. While we welcome expertise across all asset classes, our immediate focus lies on equities, futures, commodities, and event-driven research.

About PicklePickle is a revolutionary peer-to-peer rental marketplace that unlocks the potential of billions of underutilized items sitting in consumers' closets. We facilitate effortless access to high-quality items precisely when you need them, offering fast and convenient fulfillment along with an on-demand experience that rivals traditional shopping.We are redefining commerce by creating a dynamic local supply chain where access trumps ownership. Currently, Pickle operates nationwide and is rapidly expanding in key markets such as NYC, LA, Miami, Dallas, Austin, and Chicago, boasting over 400,000 items available for rent.Supported by our Series A funding from investors like FirstMark and Craft, we are on a fast-paced journey to shape the future of access-driven shopping.About The RoleWe are seeking a Summer MBA Intern to collaborate with our Markets & Growth teams on critical expansion projects.This internship combines strategic analysis, customer insights, and practical execution. You will identify and evaluate new opportunities within the marketplace, validate your findings through data and user research, and assist in bringing these ideas to fruition—from conceptualization to real-world implementation and early scaling.This is not just a strategic role; you will be expected to swiftly transition from insights to actionable steps and will have significant ownership over projects that directly influence our business outcomes.What You’ll DoIdentify and assess new growth opportunities within the marketplaceAnalyze user behaviors, supply dynamics, and marketplace trends to drive strategic decision-makingConduct customer interviews and research to validate strategic hypothesesDesign and implement early-stage tests to actualize new ideasCollaborate cross-functionally with Growth, Markets, and Operations to ensure successful executionCreate and document operational playbooks based on successful strategiesContinuously refine strategies based on performance analytics and insightsMeasure and report on project outcomesWho You AreCurrently enrolled in an MBA programPossess strong analytical abilities, with a comfort in utilizing spreadsheets and data to inform decisionsExperience in strategy, consulting, or related problem-solving rolesPreferably with hands-on startup, growth, or operational experience

Join Gauntlet, a pioneer in quantitative research and optimization of decentralized finance (DeFi) economics. We specialize in managing market risk, optimizing growth, and ensuring the economic integrity of protocols that facilitate the majority of spot trading, borrowing, and lending activities within the DeFi space. Our commitment is to protect and enhance the largest protocols and networks, building institutional-grade vaults that provide risk-adjusted on-chain yields for capital at scale, crafted by some of the sharpest quantitative minds in the crypto industry, guided by extensive research.As of November 2025, we proudly manage over $2 billion in total value locked (TVL) across our vaults and optimize risk and incentives for over $42 billion in customer TVL. Our cutting-edge research continuously shapes our risk models, alerts, and analysis, making us one of the most cited institutions in the realm of DeFi, including among academic circles. Operating as a Series B company, we are home to approximately 75 talented employees, embracing a remote-first approach with a primary base in New York City.At Gauntlet, we harness automated risk models and off-chain intelligence to create institutional-grade vaults that deliver scalable, risk-adjusted DeFi yields. Our curated strategies span platforms such as Morpho, Drift, Symbiotic, and Aera, with a robust portfolio of Prime, Core, and Frontier vaults.Our mission is to foster understanding and adoption of future financial systems. We operate with the discipline of seasoned traders and the skepticism of risk managers: sizing trades carefully, applying rigorous stress testing, and executing decisions decisively. We believe that transparency is key: the label, package, and contents must align perfectly, ensuring no surprises—only dependable, predictable vaults.As a Senior Software Engineer on our derivatives trading team, you will play a pivotal role in developing the core infrastructure that powers our product offerings and trading systems. Collaborating with a team rich in experience across technology and finance, you will help build the backbone of our high-performance derivatives trading strategies. This role places you close to trading operations, allowing you to take ownership of critical infrastructure from end to end and to deploy systems that manage real capital in active crypto markets.

At Noise Trading, we redefine market creation by tapping into the nuances of culture and social attention. Our innovative platform establishes the world's first financial contracts based on attention, ensuring perpetual liquidity, narrowing spreads, and fostering deep, efficient markets that remain adaptable to the ever-evolving conversation landscape. By succeeding in our mission, we aspire to become the backbone of liquid attention.Our dynamic team operates from SoHo, New York City, leveraging advanced technology and creative strategies to lead in this new frontier.Key ResponsibilitiesManage and enhance our proprietary trading systems to secure consistent and scalable returns.Implement rigorous risk-management strategies: adjust parameters, monitor for anomalies, and enforce necessary controls.Analyze real-time market data, adapt trading strategies as needed, and collaborate closely with our technology teams.Prepare and present detailed trading reports and post-trade analyses.Recognize system limitations, propose innovative enhancements, and devise next-generation trading strategies.QualificationsBachelor’s degree in a STEM field (e.g., Mathematics, Engineering, Computer Science); we encourage recent graduates to apply.Demonstrated analytical skills, comfort with ambiguity, and a methodical approach to problem-solving.Familiarity with programming or scripting languages such as Python, C++, or equivalent.Outstanding communication abilities, a quick learner, and strong self-management skills.Preferred: Experience in competitive strategy environments like gaming, poker, or chess.We offer a competitive full-time salary range of $108,000-$120,000, plus performance bonuses. This complies with New York City's Pay Transparency Law. Full-time employees at Noise Trading also qualify for additional compensation elements, including equity and benefits based on the role.

Join our dynamic team at Egra as a Research Intern, where you will have the opportunity to contribute to innovative projects and gain valuable experience in research methodologies. As an integral part of our team, you will assist in data collection, analysis, and the presentation of findings. This position is perfect for individuals eager to apply their academic knowledge in a practical setting and develop their professional skills.

Compensation: $120k – $170k + meaningful equityAbout the RoleJoin Onyx Odds as a Data Analyst specializing in Trading and Operations. This position is pivotal in leveraging data to enhance our trading strategies and operational efficiency within the dynamic world of sports prediction.Your ResponsibilitiesTrading AnalyticsAnalyze odds, lines, and market movements to inform trading decisions.Create and manage dashboards to track trading performance and risk levels.Identify trends and anomalies in sports data to uncover opportunities.Develop models and tools aimed at enhancing pricing accuracy and operational efficiency.Collaborate with the trading team to optimize strategies using data-driven insights.Operations AnalyticsMonitor and report on essential operational metrics across our platform.Examine user behavior, transaction processes, and overall platform performance.Pinpoint bottlenecks and inefficiencies, proposing actionable improvements.Support forecasting and capacity planning initiatives.Maintain data integrity and accuracy within operational systems.Cross-Functional CollaborationWork alongside product, engineering, and finance teams to align data-driven insights with business objectives.

Join the City of New York as a Research & Innovation Undergraduate Intern, where you will have the opportunity to contribute to transformative projects that enhance public services. In this role, you will engage in a variety of research initiatives, collaborate with diverse teams, and gain invaluable experience in a dynamic urban environment.

About MonacoExperience lightning-fast execution and unmatched institutional depth with Monaco. Our platform, crafted by seasoned Wall Street professionals and innovative crypto builders from top-tier institutions, offers a comprehensive trading ecosystem for spot, perpetual contracts, and prediction markets. Our state-of-the-art execution engine is designed with a focus on performance, compliance, and capital efficiency, uniting diverse asset classes into a seamless trading experience. More than just an exchange, Monaco is establishing the future of a global trading network.The RoleWe are seeking a Lead Quantitative Developer to spearhead the design and implementation of systematic risk management frameworks. In this pivotal role, you will be responsible for the architecture, execution, and upkeep of Monaco's central risk engines across various products and asset classes. This is a unique opportunity to collaborate closely with our founders and contribute to delivering an unparalleled trading experience.Key ResponsibilitiesDirect the design and development of the core risk engine, including a sophisticated multi-instrument margining system that integrates both crypto and real-world assets.Influence the design and expansion of additional products (e.g., Decentralized Options Vaults, iterative looping vaults) with a priority on risk management.Who You AreOver 6 years of experience in systematic trading and/or quantitative development roles, particularly across diverse asset classes including both crypto and traditional markets.A thorough understanding of crypto market microstructure (including oracle design) and the risk management frameworks employed in existing centralized and decentralized exchanges, alongside traditional finance models (such as VaR, SPAN, SIMM).Proficient in Rust programming language.A proactive individual capable of generating ideas and executing them while maintaining a solid grasp of technical intricacies.Bonus qualifications:Previous experience on an exchange risk management team.Knowledge of low-level architecture and hardware optimization.

At Confido, we are revolutionizing the Consumer Packaged Goods (CPG) industry with our cutting-edge AI infrastructure that streamlines everything from deduction to production planning. Our integrated platform combines cash application, deductions, disputes, trade promotion management, forecasting, demand planning, and analytics, resulting in significant time savings and more informed decision-making for our clients.We are proud to serve over 200 brands managing more than $20 billion in revenue, including industry leaders like OLIPOP, Simple Mills, and Tropicana.With our recent $15 million Series A funding led by Footwork Ventures and Y Combinator, we are poised to accelerate our growth and enhance our service offerings.

At Garner Health, we are on a mission to revolutionize the healthcare economy, ensuring high-quality and affordable care for everyone.By collaborating with employers, we are fundamentally rethinking the structure of healthcare benefits through transparent incentives and insightful, data-driven strategies. Our aim is to guide employees towards superior, cost-effective healthcare, establishing a system that benefits all stakeholders. This leads to improved health outcomes for patients, more efficient healthcare spending for employers, and recognition for physicians who provide exceptional care rather than merely increasing procedures.Garner is recognized as one of the fastest-growing healthcare technology organizations nationwide. Our solutions are trusted by some of the most advanced employers and providers in the sector, and we are assembling a team of dedicated, mission-oriented professionals eager to make a significant impact on healthcare at scale.We are looking for a talented Growth Marketing Strategy Manager to join our Growth Marketing team under the Product organization. You will report directly to the VP of Growth Marketing.In this role, you will shape and define strategies to enhance Garner's adoption among our largest clients. You will lead the engagement strategy, launching multi-channel marketing campaigns—including email, SMS, direct mail, and creating tailored marketing materials—to boost member sign-ups and engagement. You will partner strategically with our Client Management teams. As Garner continues to scale rapidly, you will also be tasked with developing scalable, automated, and efficient processes and tools, including the integration of AI solutions. This is a highly strategic and collaborative role that lies at the core of our growth engine, helping us engage more members and ultimately improve health outcomes at a broader scale.Work Environment:This position is based in our New York City office, located in the Financial District. You are required to work from the office three days a week, specifically on Tuesday, Wednesday, and Thursday.Key Responsibilities:Lead Marketing Strategy and Execution: Own the strategy and implementation of customized multi-channel communication strategies at key client accounts, tailored to their unique employee demographics, communication preferences, and business goals.Develop and Launch Custom Client Marketing Campaigns: Execute multi-channel campaigns (including email, SMS, direct mail, and employer-sent communications on Garner) while leveraging marketing automation tools.

Join the City of New York as a Strategy & Data Undergraduate Intern, where you will have the opportunity to work alongside experienced professionals in a dynamic environment. This internship will provide you with invaluable insights into data analysis and strategic planning, allowing you to contribute to impactful projects that benefit the community.