Equity Volatility Quant Researcher Intern (Summer 2027)

The role

Interns will advance quantitative research projects that drive real-world trading decisions. The role involves working with large-scale volatility datasets and enhancing research infrastructure using AI.

What you will do

• Build a strong foundation in options markets through both an academic and a practitioner’s lens.
• Keep up to date on major macro developments and market-moving headlines.
• Collaborate with seasoned portfolio managers and quantitative researchers.
• Perform various quantitative research tasks and projects using large-scale volatility datasets.
• Enhance research infrastructure and tools for trading and risk management, with an emphasis on leveraging AI.

Required qualifications

• Pursuing an undergraduate or non-MBA advanced degree in a quantitative field
• Expected graduation date between December 2027 and June 2028
• Strong programming skills, particularly in Python
• Experience working with large datasets, APIs, or databases
• Strong knowledge of probability & statistics (time-series analysis, machine learning, optimization)
• Self-starter who can work both independently and collaboratively
• Interest in financial markets, risk taking, and using technology in dynamic, data-rich environments

Nice to have

• Creativity and enthusiasm for leveraging AI tools to enhance productivity and improve processes and workflows

Benefits

• Competitive sign-on bonus
• Transportation to and from Miami (domestic travel only)

About the company

Walleye Capital is a ~$17 billion+ multi-strategy investment firm headquartered in New York City. It specializes in Fundamental Equities, Quant, and Volatility strategies.