Quantitative Research Intern (Summer 2026)

3rd year of studies or higher (including MSc and PhD students) from a top university in a highly analytical/quantitative field, such as: Mathematics, Computer Science, Physics, Economics, Finance or similar

Demonstrated ability to program in C++ and/or Python

Willingness to learn about worldwide financial markets

Dynamic work without routine in a leading international company

Competitive compensation package

Healthy work-life balance support (flexible start of working day)

Regular team building, competitions and corporate events

Monthly team lunches

Culture of continuous learning: online courses, trainings, invited speakers

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.

The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets.

Building quantitative models of financial markets

Performing analysis of financial datasets

Knowledge of English (B2 level or above)

Strong work ethic

As a plus:

Participant of International or regional Mathematics/Programming/Economics/Physics Olympiads

Strong record of academic achievement (such as scientific publications, conference presentations, grants or awards)

Unique Opportunity: