Aug '25
Now
Quant Strategy & Technology Intern
Hedge Fund Division · New Jersey, United States
Managing a live ~$2M algorithmic portfolio, building Python HFT systems to enhance alpha generation, execution efficiency, and latency across multiple live asset classes. Collaborating directly with quantitative research and trading teams to develop next-generation strategy infrastructure.
HFTPython
~$2M AUMAlpha Research
Quantitative Analytics
May '25
Aug '25
Quantitative Developer Intern
New Jersey · 4 mos
Engineered AI-powered HFT strategies in Python generating ~$300K projected PnL. Reduced live API latency by 60% through infrastructure optimisation. Executed ~$5M total trading volume via real-time model iteration and rigorous multi-strategy backtesting across live asset classes.
~$300K PnL−60% Latency
~$5M VolumeML
High-Frequency Trading