2027 Internship - Quantitative Strategist and Research Intern
Virtu FinancialAbout the Role
Virtu's Quantitative Strategist Internship offers graduate students an extraordinary opportunity to learn about the firm and global financial markets through a thoughtful and challenging curriculum. Interns will work directly with senior team members on real-world research and engineering problems that support Virtu's customer market making business, applying quantitative analysis, statistical modeling, machine learning, or deep learning techniques to identify patterns in large-scale trading data and develop models that improve trading algorithms.
The 10-week program (June 21 - August 27, 2027) includes company-curated global training, mentorship from senior team members, and exposure to market making with large and complex datasets. Interns will complete one or two projects potentially spanning quantitative research, algorithm development, machine learning, and deep learning applications for trading and market analysis, while being encouraged to think creatively about novel research ideas.
Responsibilities
- Work on real-world research and engineering problems throughout the program
- Select from a portfolio of projects and receive mentorship from several senior team members
- Work directly with senior members of the team on research that supports Virtu's customer market making business
- Apply quantitative analysis, statistical modeling, machine learning, or deep learning techniques to identify patterns in large-scale trading data and develop models that improve our trading algorithms
- Gain exposure to market making, work with large and complex datasets, and think creatively about novel research ideas
- Complete one or two projects, potentially working with different mentors and research groups
Requirements
- Advanced degree in Computer Science, Data Science, Mathematics, Statistics, Engineering, Physics, or another quantitative field
- History of diverse, challenging, and interesting coursework paired with a strong GPA
- Exceptional quantitative, mathematical, analytical, and problem-solving skills
- Strong programming skills, particularly in Python and/or C/C++
- Experience with data analysis libraries such as Pandas, NumPy, or similar
- Experience with machine learning and/or deep learning frameworks (e.g., PyTorch, TensorFlow, JAX) is desirable
- Familiarity with statistical modeling, optimization, or modern AI techniques is desirable
- Great communication skills and the ability to collaborate with peers
- Ability to solve technical and or quantitative problems under pressure
- Ability to express ideas mathematically and algorithmically
- Intellectually curious and self-motivated
- Ability to communicate within and across teams on both technical and non-technical subjects
- Ability to seek guidance, learn quickly, and adapt to new technologies
- Extraordinary mental flexibility and a high tolerance for ambiguity
- Strong drive for success within a collaborative team
- Interest in financial markets is desirable
What You'll Get
- Daily catered lunches
- Onsite gym & workout classes
- Onsite barista
- Laundry service
- Breakfast & lunch
- Games room
- Company-curated global training week for interns
- Ongoing training throughout the summer
- Engaging social events