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About the Role
This 10-week summer programme offers interns a unique insight into life as a Quantitative Researcher at a leading quantitative finance research firm. You will undertake a challenging research project requiring innovative mathematical and computational analysis, utilizing rigorous scientific methodology and statistical analysis to extract predictive signals from financial time-series. The role involves applying techniques in mathematical modelling, deep learning, optimisation, and machine learning, with potential work on back-testing frameworks or portfolio simulation pipelines. You will collaborate closely with a mentor, receive structured feedback, and present your research to senior management. Top performers may be considered for full-time opportunities.
Responsibilities
- Undertake a meaningful and challenging research project.
- Apply innovative yet pragmatic mathematical and computational analysis.
- Extract meaningful predictive signals from financial time-series using rigorous scientific methodology, robust statistical analysis, and pattern recognition.
- Use a wide range of techniques in mathematical modelling, deep learning, optimisation, and machine learning.
- Implement back-testing frameworks to ensure signal robustness.
- Create a pipeline to construct and simulate the performance of a portfolio derived from various input signals.
- Collaborate closely with a Quantitative Researcher mentor.
- Receive structured feedback and reviews.
- Present research ideas to senior management.
Requirements
- Strong mathematical background.
- Intermediate level of programming in at least one object-oriented language, ideally Python or C#.
- Interest in applying data science, machine learning, and optimisation techniques to real-world problems.
- Be in the final or penultimate year of a Masters or PhD in a highly technical or quantitative subject such as Mathematics, Physics, Statistics, Engineering or Computer Science, with a PhD preferred.
- Active GitHub or Kaggle profiles are desirable but not essential.
- Interest in finance and a willingness to learn are essential.
Skills
- Python
- C#
- Data Science
- Machine Learning
- Optimisation
- Mathematical Modelling
- Deep Learning
- Statistical Analysis
- Pattern Recognition
Location
- Central London
Work Type
- Summer Programme
- Full-time
Experience Level
- Intern
- Masters
- PhD
Education Level
- Masters
- PhD
Salary/Compensations
- Highly competitive compensation
Benefits
- Accommodation
- G-Research community with weekly intern activities
- Lunch provided (via Just Eat for Business)
- Dedicated barista bar
- 30 days’ annual leave pro-rated
- Informal dress code
- Excellent work/life balance
About the Company
- G-Research tackles complex problems in quantitative finance by bringing scientific clarity to financial complexity.
- We unite world-class researchers and engineers in an environment that values deep exploration and methodical execution.
- We are building a world-class platform to amplify our teams’ most powerful ideas.
- We are an ideas-driven business and we place great value on diversity of experience and opinions.
Equal Opportunity
- G-Research is committed to cultivating and preserving an inclusive work environment.
- We want to ensure that applicants receive a recruitment experience that enables them to perform at their best. If you have a disability or special need that requires accommodation please let us know in the relevant section.