Quantitative Research Intern Jobs

Markets Quantitative Analyst - Capital Analytics, AVP — London United Kingdom. Apply via Workday.

Markets Quantitative Analyst - Capital Analytics — New York New York United States. Apply via Workday.

AVP Quantitative Analyst – Flow Equity Derivatives — New York New York United States. Apply via Workday.

VP Risk & Quantitative Analysis — 2 Locations. Apply via Workday.

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. We are accepting applications for this position until 10/16/2026 Position Overview: At Freddie Mac, you will have meaningful work to help build a better housing finance system and support homeownership and rental housing opportunities across the nation. Our internship and graduate programs provide opportunities to tackle complex challenges, contribute to strategic initiatives, and build valuable relationships with industry professionals. As a Quantitative Risk Management Intern within Enterprise Risk Management (ERM), you will apply advanced analytical, technical, and quantitative skills to support risk management activities at one of the nation's largest financial institutions. You will gain hands-on experience working on real-world projects, collaborating across teams, and leveraging emerging technologies – including artificial intelligence and automation—to enhance risk management practices and business outcomes. Our Impact: Enterprise Risk Management (ERM) helps build and maintain a strong, effective, and efficient risk management framework across Freddie Mac. We provide independent oversight and assessment of financial and non-financial risks while promoting a culture of accountability, innovation, and sound risk management. Our quantitative teams leverage advanced analytics, data science, modeling, automation, and emerging technologies to support enterprise-wide decision-making and risk oversight. As AI and automation continue to transform the financial services industry, our teams p

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. Position Overview: This is a two-year, full-time rotational program crafted to provide analysts with a broad spectrum of quantitative and technical experience working across multiple capital markets desks. The primary objective of this program is to develop modelers, desk quants and mortgage analytic practitioners through real-world training experiences spanning the entire mortgage capital markets life cycle. Analysts will accelerate their professional growth by working alongside best-in-class professionals in quant-focused rotations while also learning about and developing skills on fixed income trading desks. The Quantitative Track of the Portfolio Management & Capital Markets Analyst Program is seeking candidates with quantitative skills (i.e., mathematics/statistics/engineering/computer science, some level of programming skills, and other related STEM skills), with interest in fixed income and finance, having experience as a plus. Quantitative Track Analysts will rotate among quantitative-focused capital markets and credit portfolio teams and develop experience working with large data sets, performing complex quantitative analysis, and building programs using coding languages including, but not limited to, Python, SQL, R, SAS, and. Some of the rotations offered include: Demonstrating big data techniques with Prepayment Modeling to predict borrower behavior. Supporting Credit Risk Transfer desk in analytics related to Freddie Mac portfolio of loans. Modeling impacts of proposed products, pricing adjustments, or changes to our capital structure. Supporting the

Who we are About Stripe Stripe is a financial infrastructure platform for businesses. Millions of companies - from the world’s largest enterprises to the most ambitious startups - use Stripe to accept payments, grow their revenue, and accelerate new business opportunities. Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead. That means you have an unprecedented opportunity to put the global economy within everyone's reach while doing the most important work of your career. About the team At its core, Stripe is a treasury company, and the Treasury Finance team is key to building the Global Payments and Treasury Network (GPTN). We collaborate closely with product, engineering, sales, and finance teams to create innovative solutions that enhance Stripe's financial capabilities. As part of Treasury Finance's AI and Quantitative Analytics team, you'll work at the intersection of finance, artificial intelligence, quantitative reasoning, and product development, building autonomous agents and intelligent solutions that enhance treasury capabilities and enable us to better serve and scale with the global economy. What you’ll do Within Treasury Finance AI and Quantitative Analytics, you'll leverage your finance, artificial intelligence (AI), and technical expertise to build intelligent solutions that enhance Stripe's treasury capabilities. You'll develop AI-powered tools and quantitative models, autonomous agents, and analytics that automate complex workflows and provide actionable insights. Working at the intersection of artificial intelligence, finance, and product development, you'll collaborate with engineering and finance teams to deploy cutting-edge AI applications that scale with Stripe's growth and support our mission of increasing the GDP of the internet. Responsibilities Apply your treasury and finance domain expertise to identify high-impact opportunities where AI can be integrated with quantitative tools to solve comp

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. We are accepting applications for this position until 10/16/2026 Position Overview: Are you looking for a company to help prepare you for a successful career? The Multifamily Division within Freddie Mac is searching for talented and creative individuals to support the division’s objectives, projects and initiatives. Freddie Mac Multifamily is a dynamic organization, providing interns a wide variety of experiences and responsibilities to build technical and soft skills, as well as their network. Interns in Freddie Mac Multifamily can actively work on real-world projects and deals, which will provide a broad exposure to Freddie Mac’s important role in the mortgage industry, while developing skills that will apply directly to a career in commercial real estate! Our Impact: Freddie Mac Multifamily helps to ensure an ample supply of affordable rental housing by purchasing mortgages secured by apartment buildings with five or more units We provide mortgage funding for apartment loans throughout the nation, purchasing loans from a network of lenders and then securitizing them Our funding spans the nation, and we cover large metropolitan areas, mid-market cities, and smaller communities, housing a wide array of renters (i.e., students, working families, etc.) Your Impact: Based on your intern role, you will leverage portfolio data and models to assist in the monitoring and assessment of portfolio performance, credit trends. You will assist wi

The exchange team develops and maintain a cutting-edge trading platform. With a global presence across APAC, EMEA and North America, the team has since grown with the goal to provide a seamless and secure trading experience for our clients. We are looking for a quantitative Risk Manager to join our global exchange team, with a primary focus on the models: you will own the design, calibration, and validation of the margin, pricing, and liquidation frameworks that our FCM and clearing businesses run on. Alongside that, you will take part in the daily risk monitoring, escalation, and reporting that the whole team carries. You will be contributing to the building of a fast-growth trading platform with innovative, multi-asset products bridging traditional finance (TradFi) and digital markets. For all roles, we look for people who are passionate about financial market innovation, equipped with energy, act as owners, and have exemplary work ethics. Responsibilities Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark our models against those used by the clearing houses and exchanges we face. Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options). Backtest margin coverage and document model performance, assumptions, and limitations to a standard that withstands regulatory and audit review. Build and maintain the data pipelines and automated reporting behind the risk models, working in SQL, Python, and relational databases. Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation. Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility. Perform scenario analysis and stress testi

We are looking for a quantitative Risk Manager to join our global exchange team, with a primary focus on the models: you will own the design, calibration, and validation of the margin, pricing, and liquidation frameworks that our FCM and clearing businesses run on. Alongside that, you will take part in the daily risk monitoring, escalation, and reporting that the whole team carries. You will be contributing to the building of a fast-growth trading platform with innovative, multi-asset products bridging traditional finance (TradFi) and digital markets. For all roles, we look for people who are passionate about financial market innovation, equipped with energy, act as owners, and have exemplary work ethics. Responsibilities Own margin methodology across the group, including SPAN, VaR, and portfolio-margining approaches, and benchmark our models against those used by the clearing houses and exchanges we face. Develop, implement, and validate derivatives pricing models for new and existing products across various asset classes (e.g., equities, commodities, futures, perpetuals, options). Backtest margin coverage and document model performance, assumptions, and limitations to a standard that withstands regulatory and audit review. Build and maintain the data pipelines and automated reporting behind the risk models, working in SQL, Python, and relational databases. Monitor and analyze real-time and historical portfolio risk, including exposure, leverage, margin utilization, concentration, and liquidation. Design optimal automated liquidation logic and algorithms to balance market risk with market impact during extreme volatility. Perform scenario analysis and stress testing across a range of market conditions. Provide risk input into product onboarding, listing reviews, and regular risk parameter reviews: haircuts, margin levels, liquidation thresholds, index pricing, funding rates, and position limi

We are seeking an experienced Trading Analytics Developer to join our Quant Trading team and play a pivotal role in advancing our data and AI infrastructure. This role combines traditional quantitative development with cutting-edge AI platform engineering, focusing on building robust, scalable systems that serve both data analytics and artificial intelligence workloads. The ideal candidate will bridge the gap between high-performance trading systems and modern AI capabilities, ensuring reliability, performance, and actionable insights across both domains. Job Responsibilities Data Platform & Analytics Design, build, and operate high throughput batch and streaming data pipelines using Kafka, Flink, and ETL technologies Design and build unified analytics engine designed for processing large-scale data using Apache Spark and related tools Develop and optimize analytical data models for time-series, financial metrics, and trading activity Implement and manage analytical databases (ClickHouse, MongoDB, BigQuery, Snowflake, or similar) with cost-aware architecture Build idempotent data pipelines with robust backfill and reconciliation capabilities Create comprehensive monitoring for data quality, freshness, and pipeline reliability AI Platform Development Design, build, and operate internal AI platforms serving multiple trading teams Build reusable AI tooling including standardized RAG pipelines, prompt management, and self-service workflows Create and maintain agent systems using modern frameworks (LangGraph, A2A, MCP) with focus on controllability and auditability Job Requirements Mandatory Foundations 5+ years production experience with both Python and Java in high-performance environments Strong software engineering fundamentals: system design, data struct

The Quant Trading team is responsible for trading and managing risks associated with different crypto products, including spots and derivatives. The team develops and implements trading strategies in fast-paced and complex trading environments. We are seeking an experienced Trading Analytics Developer to join our Quant Trading team and play a pivotal role in advancing our data and AI infrastructure. This role combines traditional quantitative development with cutting-edge AI platform engineering, focusing on building robust, scalable systems that serve both data analytics and artificial intelligence workloads. The ideal candidate will bridge the gap between high-performance trading systems and modern AI capabilities, ensuring reliability, performance, and actionable insights across both domains. Job Responsibilities Data Platform & Analytics Design, build, and operate high throughput batch and streaming data pipelines using Kafka, Flink, and ETL technologies Design and build unified analytics engine designed for processing large-scale data using Apache Spark and related tools Develop and optimize analytical data models for time-series, financial metrics, and trading activity Implement and manage analytical databases (ClickHouse, MongoDB, BigQuery, Snowflake, or similar) with cost-aware architecture Build idempotent data pipelines with robust backfill and reconciliation capabilities Create comprehensive monitoring for data quality, freshness, and pipeline reliability AI Platform Development Design, build, and operate internal AI platforms serving multiple trading teams Build reusable AI tooling including standardized RAG pipelines, prompt management, and self-service workflows Create and maintain agent systems using modern frameworks (LangGraph, A2A, MCP) with focus on controllability and auditability

The Quant Trading team is responsible for trading and managing risks associated with different crypto products, including spots and derivatives. The team develops and implements trading strategies in fast-paced and complex trading environments. Job Responsibilities Data Platform & Analytics Design, build, and operate high throughput batch and streaming data pipelines using Kafka, Flink, and ETL technologies Design and build unified analytics engine designed for processing large-scale data using Apache Spark and related tools Develop and optimize analytical data models for time-series, financial metrics, and trading activity Implement and manage analytical databases (ClickHouse, MongoDB, BigQuery, Snowflake, or similar) with cost-aware architecture Build idempotent data pipelines with robust backfill and reconciliation capabilities Create comprehensive monitoring for data quality, freshness, and pipeline reliability AI Platform Development Design, build, and operate internal AI platforms serving multiple trading teams Build reusable AI tooling including standardized RAG pipelines, prompt management, and self-service workflows Create and maintain agent systems using modern frameworks (LangGraph, A2A, MCP) with focus on controllability and auditability Job Requirements Mandatory Foundations 5+ years production experience with both Python and Java in high-performance environments Strong software engineering fundamentals: system design, data structures, algorithms, data integrity, accuracy and performance optimization Expertise in Linux, Github, and modern CI/CD practices Proven experience with AWS cloud services and Kubernetes orchestration Comfort working with large-scale, complex datasets in financial/trading contexts

About Pinterest: Millions of people around the world come to our platform to find creative ideas, dream about new possibilities and plan for memories that will last a lifetime. At Pinterest, we’re on a mission to bring everyone the inspiration to create a life they love, and that starts with the people behind the product. Discover a career where you ignite innovation for millions, transform passion into growth opportunities, celebrate each other’s unique experiences and embrace the flexibility to do your best work. Creating a career you love? It’s Possible. At Pinterest, AI isn't just a feature, it's a powerful partner that augments our creativity and amplifies our impact, and we’re looking for candidates who are excited to be a part of that. To get a complete picture of your experience and abilities, we’ll explore your foundational skills and how you collaborate with AI. Through our interview process, what matters most is that you can always explain your approach, showing us not just what you know, but how you think. You can read more about our AI interview philosophy and how we use AI in our recruiting process here . Pinterest is looking for a Sr. Staff Quantitative Product Researcher to lead the development and evolution of user-centered measurement across our consumer experience. As the volume of measurement asks grows, we need a seasoned researcher who can partner with Data Science and Engineering as an equal — not just contributing to metrics work, but guiding it end-to-end and shaping the direction of how we measure the Pinner experience. In this role, you'll own the full arc of measurement work: identifying what we should be measuring, designing surveys that capture the constructs that matter, validating that our metrics are reliable and sensitive, guiding experimentation plans to prove they can move, and partnering with DS and Eng to build behavioral proxies or predictive models where they're needed. You'll also extend this work into how we evaluate a

The Trading team develops and operates quantitative trading strategies across prediction markets, equity markets, and crypto markets, including spot and derivatives. We are looking for an experienced Systematic Trader to develop, operate, and continuously improve systematic strategies in fast-moving electronic markets. Responsibilities: Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives. Monitor live trading, P&L, positions, risk, and execution performance. Research, backtest, deploy, and improve systematic trading strategies. Identify new trading opportunities across markets, products, exchanges, and venues. Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency. Optimize strategy parameters, position sizing, execution, and risk controls. Work closely with quantitative developers and researchers to implement new strategies and improve trading systems. Participate in local trading coverage and rotating weekend coverage. Requirements: 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading. Demonstrated experience developing, operating, or improving profitable trading strategies. Strong understanding of market microstructure, execution, and risk management. Strong Python programming and quantitative data-analysis skills. Experience working with large market and trading datasets; SQL experience is preferred. Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets. Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience. Preferred: Experience trading in one or m