Job Description
This is a great opportunity to join a systematic trading team in a global Hedge Fund based in London. To succeed in this role you must have advanced coding skills.
You'll need to be able to work at pace produce quality work with strong attention to detail. Previous experience of operating in a financial markets trading environment would be extremely useful.
It's highly likely that you'll have a masters degree or PhD (e.g. computational finance or a STEM subject) and a very clearly evident drive to learn and succeed with a clear passion for the financial markets.
**A 6/12 month internship opportunity to commence February / March 2026**
We are looking for:
* Ability to clean data into reliable timeseries for use in signals
* Build robust webscrapers
* Work on signal research and development for systematic intraday strategies
* Practical engineering skills: Git, unit tests, packaging, logging, debugging, performance profiling, and writing code other people can maintain.
* Designing experiments and avoiding common traps: lookahead bias, leakage, data snooping.
* Robust validation: walk-forward testing, cross-validation appropriate to time series, out-of-sample hygiene.
* Sensitivity analysis: parameter stability, regime dependence, feature importance, transaction cost realism.
* Clear communication of results: not just Sharpe, but why it should persist and when it fails .
You should also understand:
* Instrument basics (equities, futures, FX, rates, options).
* PnL drivers, exposures, risk factors, and constraints (leverage, margin, liquidity).