About Caxton Associates:
Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore and Dubai. Caxton Associates' primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.
About the Summer Internship Programme:
Caxton Associates' 10-week Summer Internship Programme offers a comprehensive immersion experience in the world of hedge funds together with an assignment to a team. Our internship provides valuable exposure within a collaborative team structure, an insight into responsibilities, functions, and cultural dynamics of our firm.
Our programme kicks off with "Fundamental's Week" - a holistic perspective on the hedge fund industry offering insights into our business functions and asset classes. Our programme includes practical exposure beyond the office environment where you will have the opportunity in participating in relevant offsite networking events and volunteering activities.
Throughout your internship, you will receive dedicated support from peers and mentors who will assist you in navigating the programme, share valuable insights from their own career journeys, and help you pave the way for your future success.
As an intern at Caxton, you will have the opportunity to immerse yourself in one of the following business functions:
* Business Administration and Management ("BAM")
* Quantitative Analytics Group ("QAG")
* Quantitative Development and Data ("QDD")
* Technology
* Legal
* Finance (Product Control)
Duration of Programme: 10 weeks
Location: London (on-site)
How to Apply:
Please submit your application online on our Careers page. We encourage candidates to express their interests and motivations for their chosen area.
Application deadline: 31 January 2026.
About the Quantitative Analytics Group ("QAG") Team:
QAG are responsible for developing and maintaining Caxton's internal analytics platform. The analytics are used internally by portfolio managers and researchers and provide essential data for risk managers and product control. They encompass core derivative pricing and risk analytics as well as trade finding and data-based research tools.
The team has a presence in both London and New York and works closely with Caxton's Quant Development & Data team. The team is currently focused predominantly on interest rates but supports all asset classes as required by the firm.
Responsibilities:
* Build market-screening dashboards for trading using Caxton's core analytics library.
* Develop and enhance Python-based tools used for pricing and risk analysis
* Engage in other ad-hoc projects related to QAG.
Requirements
* Full availability for the full 10-week duration of the internship from 22 June – 28 August 2026.
* Full-time undergraduate degree in a quantitative subject or a related STEM field and be in their penultimate year, graduating in 2027.
* Demonstrated keen interest in the financial markets and technology and the aspiration to work in the financial services industry.
* Proficiency in written, interpersonal and communication skills to effectively engage with diverse teams and stakeholders.
* Solid organisational skills, ability to multi-task, and thriving in meeting deadlines within a dynamic, fast-paced environment.
* Solid programming skills in Python.
* Strong attention to detail.
* A curious mindset and a willingness to challenge the status quo.
* Displays and operates at the highest degree of ethics and integrity.
* Must be eligible to work in the UK.