# Quantitative Trading Internship

**Company:** [Geneva Trading](https://hotfix.jobs/companies/geneva-trading)
**Location:** Chicago, IL
**Role:** Data Science
**Salary:** $114k – $135k/yr
**Skills:** Python, Kdb+/Q, Market Microstructure, Algorithmic Trading, Statistics, Probability, Optimization, R, MATLAB, pandas, NumPy, SQL, Machine Learning, Neural Networks, Support Vector Machines
**Posted:** 2026-09-10

> Quantitative Trading Interns will analyze market data, develop trading strategies, and build tools for trading decisions and risk management. Candidates should be STEM students graduating between December 2027 and June 2028 with strong programming, quantitative, and analytical skills.

## Job Description

## Responsibilities
- Complete immersive training in kdb+/q, market microstructure, and trading strategy development.
- Analyze and model trading opportunities using real-world data.
- Build and enhance tools that support trading decisions and risk management.
- Collaborate with traders and technologists on complex problems.
- Present work to senior leaders and incorporate feedback.

## Requirements
- Currently pursuing a bachelor's, master's, or PhD in financial engineering, applied mathematics, computer science, physics, statistics, or another STEM field.
- Expected graduation between December 2027 and June 2028.
- Strong programming skills in Python or similar languages.
- Knowledge of statistics, probability, and optimization.
- Exposure to data analysis tools such as R, MATLAB, Pandas, or NumPy.
- Interest in financial markets, algorithmic trading, and market microstructure.
- Strong critical-thinking and communication skills.

## Nice-to-haves
- Experience with kdb+/q, SQL, or other database technologies.
- Participation in trading competitions, math contests, competitive gaming, or poker.
- Familiarity with machine learning techniques, including regression, neural networks, or support vector machines.

## Compensation
- Hourly rate: $55–$65 per hour.
- Ten-week internship beginning in June 2027.

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