The Role: We are seeking interns to work alongside experienced quantitative researchers, quantitative strategists and portfolio managers around the world. You will be responsible for supporting various investment professionals across the quantitative investment process, from idea generation and alpha construction through to scripting for monitoring, portfolio visualization, alpha signal development, risk management, and subsequent analysis. You will be exposed to a sophisticated quantitative research platform with access to an extensive range of large and unique datasets across the asset class spectrum. We will provide you with opportunities to attend conferences, travel to other WQ offices, workshops to refine your research skills, collaboration opportunities with other teams, and guidance sessions on career development and your next steps. Starting in 2025, the program will run for a duration of between 3-6 months.

What You'll Bring

• Candidates holding or pursuing a BS, MS, or PhD in Math, Physics, Computer Science, Statistics, Engineering, or other quantitative fields with excellent academic records are strongly preferred.
• Python and shell scripting are required. Other programming languages are a plus (e.g., R, K, C#, C++, Matlab...).
• Candidates should have a scientific attitude, strong intellectual curiosity, be self-motivated, and naturally inclined to deep thinking, driven by unsolved challenges.
• Prior experience translating mathematical concepts into code is required. Any prior quantitative research experience or working in a data-intensive research environment is a plus.
• Application of machine learning, NLP, or AI techniques is a plus.
• Fluent English and excellent communication skills are required.