Algorithm Development (Quant Research & Trading) PhD Internship - Summer 2027

Full job description

Hudson River Trading (HRT) is seeking exceptional full-time PhD students to join our Algorithm Development summer internship program. We trade on more than 200 markets around the world, offering opportunities to explore innovative, self-guided research through this internship, rotating across teams alongside researchers and technologists. What to Expect: apply advanced research experience to impactful real-world trading and machine learning problems; leverage proprietary infrastructure (Python/C++) for quantitative research and data analysis; utilize an industry-leading compute cluster; attend Tech Talks and a curriculum of speakers, trading games, mentorships, and social events. Qualifications: a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, operations research, machine learning etc.); fluency in Python is a must; experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB. Weekly base salary: New York USD 5,800; Singapore SGD 7,650; London GBP 4,350, plus a signing bonus, company-paid housing, and meals. Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading. At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech.