Opportunities · Research opportunity
Algorithm Development (Quant Research & Trading) Internship
Hudson River Trading · See listing
Role overview
What you'll own
- Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis
- Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets
- Work on impactful projects in close collaboration with experienced researchers, traders, and developers
- Utilize our world-class compute cluster to run simulations and crunch data
Requirements and eligibility
- You are a full-time undergraduate or master's student in a quantitative discipline (math, physics, computer science, statistics, or a related program)
- Experience programming in Python is a must; C++ is desired for those interested in low-latency trading
Preferred, not required
- A competitive signing bonus
Dates for this one
Only the dates this listing publishes. Anything it leaves out is left out here too.
Posted
Sep 8, 2026
Applications close
Oct 8, 2026
18 days left
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Read the full listing context
Hudson River Trading (HRT) brings a scientific approach to algorithmic trading and develops sophisticated computing systems for research and development.
The Algorithm Development Summer Intern will conduct quantitative research, analyze market behavior, build predictive models, and implement automated trading strategies using statistical, machine learning, and software development techniques.
Responsibilities • Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis • Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets • Work on impactful projects in close collaboration with experienced researchers, traders, and developers • Utilize our world-class compute cluster to run simulations and crunch data • Build predictive models for financial markets using a combination of market and non-market data • Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy • Enjoy a curriculum of speakers, trading games, mentorships, and social events throughout the summer Skills • You are a full-time undergraduate or master's student in a quantitative discipline (math, physics, computer science, statistics, or a related program) • Experience programming in Python is a must; C++ is desired for those interested in low-latency trading • Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB • A passion for applying quantitative models and technology toward solving real-world problems • Strong communication skills Benefits • A competitive signing bonus • Company-paid housing • Meals • Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy • A curriculum of speakers, trading games, mentorships, and social events throughout the summer Company Overview • Hudson River Trading opertes as a multi-asset class quantitative trading firm.
It was founded in 2002, and is headquartered in New York, New York, USA, with a workforce of 1001-5000 employees. Its website is https://www.hudsonrivertrading.
com. Company H1B Sponsorship • Hudson River Trading has a track record of offering H1B sponsorships, with 13 in 2026, 27 in 2025, 23 in 2024, 30 in 2023, 19 in 2022, 13 in 2021, 16 in 2020.
Please note that this does not guarantee sponsorship for this specific role.
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Last read 3 hours ago · closing date published