Hudson River Trading
Algorithm Development (Quant Research & Trading) PhD Internship – Summer 2027
London, United Kingdom +5 · Internship · Posted Jul 13, 2026
- Location
- London, United Kingdom
New York, NY, United States
Singapore
London, United Kingdom
New York, NY, United States
Singapore - Education
- Full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, operations research, machine learning, etc.).
About the job
Research and implement automated trading strategies by applying quantitative research, machine learning, and data analysis to financial markets.
What you'll do
- Apply academic research to real-world trading problems and explore opportunities across markets and time horizons.
- Use Python/C++ infrastructure and third-party tools to conduct quantitative research and analyze large datasets.
- Develop predictive market models and use simulations to investigate market behavior.
What they ask for
- Full-time PhD student in a quantitative discipline.
- Fluency in Python.
- Experience with statistical analysis, numerical programming, or machine learning using Python, Pandas/Numpy, R, and/or MATLAB.
- Strong communication skills.
Pay
5,800 USD weekly base salary; 7,650 SGD weekly base salary; 4,350 GBP weekly base salary
Tools
Python, C++, Pandas/Numpy, R, MATLAB
AI focus
Use machine learning and time series techniques to derive insights from market data and build predictive financial-market models.
Model-written summary · the original posting is authoritative