About the job
Join our innovative team at Pinely as a Quantitative Research Intern in Amsterdam! This internship provides a unique opportunity to delve into high-frequency trading (HFT) strategies, where you will collaborate with seasoned researchers and engineers. You will gain invaluable practical experience in applying advanced methodologies to real financial datasets.
During this internship, you will engage in groundbreaking projects aimed at automating and enhancing trading strategies within a dynamic market environment. The duration of the internship ranges from 3 to 6 months, allowing for flexibility based on your availability. Successful candidates may receive a full-time job offer upon completion of the internship.
Key Responsibilities
- Contribute to the research and development of innovative high-frequency trading strategies.
- Analyze existing HFT strategies and market microstructures to uncover new trading opportunities.
- Collaborate with developers and fellow researchers to implement and fine-tune trading strategies.
- Assist in refining current trading strategies and supporting quantitative strategy design efforts.
Qualifications
- A strong passion for research and quantitative analysis.
- Solid understanding of probability theory and mathematical statistics.
- Proficient in Python and C++ programming languages.
- Familiarity with machine learning techniques is a plus.
- Exceptional performance in mathematical competitions or competitive programming contests.
What We Offer
- Work alongside brilliant minds, including Kaggle Grandmasters and ACM ICPC World Finalists.
- Access to robust infrastructure for supporting your strategies and daily testing of ideas on a real-time production leaderboard.
- A modern, well-equipped workspace designed for productivity and comfort.
- A supportive work environment that prioritizes a healthy work-life balance.
- Participation in corporate and team events.

