Quantitative Research and Trading Intern Job at SESCO Enterprises (Monroeville)

Quantitative Development & Strategy Intern

Akuna’s Quant team creates trading strategies scientifically by combining its qu...

Location

United States , Chicago

Salary:

130000.00 USD / Year

AKUNA CAPITAL

Expiration Date

Until further notice

Requirements

Pursuing a bachelors, masters, or PhD in a technical field – Engineering, Computer Science, Math, Physics (or related subject)
Strong Python programming background
Experience in object-oriented programming
Exposure to linear algebra and introductory statistics
Desire and ability to learn the intricacies of financial markets
Must graduate by August 2027
GPA of 3.5 or above
Legal authorization to work in the U.S. is required on the first day of employment including F-1 students using CPT, OPT or STEM

Job Responsibility

Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers
Analyze and incorporate market signals in our trading systems
Advance existing codebase and propose new solutions and improvements

Fulltime

Quantitative Research Analyst

Members of the Risk team are responsible for designing, implementing and monitor...

Location

India , Bangalore

Salary:

Not provided

Clear Street

Expiration Date

Until further notice

Requirements

At least 5 years of professional experience working in quantitative analytical roles, ideally in financial service markets
An advanced degree in quantitative finance, economics, statistics, applied mathematics, engineering or similar field
At least 3 years of professional experience and proficiency in scripting language, such as Python or R (at least one is required)
functional knowledge of SQL is beneficial
Outstanding quantitative skills
Some combination of Equities, Fixed Income, Swaps, Futures or Listed derivatives knowledge required
Demonstrated interest and knowledge of markets and ability to assess impact of macro trends on client portfolios
Excellent written, presentation and communication skills
Ability to balance multiple projects and deliverables simultaneously
Curiosity and strong problem-solving abilities

Job Responsibility

Perform complex risk analysis of multi-asset portfolios to assess market and liquidity risks
Become a SME in the start of day, intraday and end of day risk management platform and process
Validate and support daily risk management reports and margin calls
Explain margin methodologies and the risk management process on sales calls with prospective and existing clients
Work closely and effectively with Sales, Trading, Middle Office, Client Service, Compliance, Legal, Operations and Engineering teams on implementation and deployment of enhancements to margin methodology, process and policy as well as to enhance the existing risk management platforms and margin offering
Work in conjunction with Treasury team to access and monitor liquidity stresses
Collaborate with Quantitative teams in designing and implementing of stress based risk models
Analyze significant datasets, develop and leverage tools to automate workflows, synthesize reports to communicate with senior management, clients and regulator
Leverage information from a variety of sources, internal and external, to help shape future service offerings
Assist with training and knowledge transfer for other team members to help build a stronger group

Quantitative Researcher Intern

As our Quantitative Research Intern, you’ll spend your summer delving into compl...

Location

Australia , Sydney

Salary:

Not provided

Optiver

Expiration Date

Until further notice

Requirements

Penultimate university student
Australian or New Zealand Citizen, Australian Permanent Resident or able to provide evidence of full working rights
Studying a quantitative or technically focused degree (e.g., Maths, Statistics, Physics, Electrical/Mechatronic/Software Engineering, Computer Science, Applied/Quantitative Finance or Econometrics)
Inquisitive and critical thinker
Passion for quantitative problems and working in collaborative, dynamic environments
Pragmatic, focused on outcomes and can communicate technical concepts well
Enjoys utilising technology, programming, or maths in daily life to solve problems
Possess programming experience in any language (C, C++, Python, Basic, JAVA, etc.)

Job Responsibility

Complete a curated series of lectures and coursework on trading fundamentals
Join a research team and be paired with a mentor
Apply knowledge to real-world scenarios that contribute towards trading success
Potential topics: Using statistical models and machine learning to develop trading algorithms
Leveraging big data technologies to analyse high-frequency trading strategies, market microstructure, and financial instruments
Building stochastic models to determine the fair value of financial derivatives
Combining quantitative analysis and high-performance implementation to ensure efficiency and accuracy of pricing engines and libraries

What we offer

Highly competitive remuneration package
Optiver-covered flights and accommodation for the duration of the internship
Opportunity to work alongside best-in-class professionals
Training, mentorship and personal development opportunities
Gym membership, plus weekly in-house chair massages
Daily breakfast, lunch and in-house barista
Regular social events

Fulltime

Market Risk Data Scientist

The role is for a Market Risk Data Scientist / Python Developer based in London,...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Advanced level of Python proficiency to translate business requirements into best in class solutions for risk monitoring, P&L explanation, market and risks data analysis, stress testing etc., and a strong appetite to widen both markets and products knowledge and expertise
Knowledge of databases and SQL language
Hands-on attitude where attention to detail and smart project planning is important to produce an insightful, high-quality output within a given time-frame
Team‐work mindset to interact and collaborate on daily basis with senior Market Risk colleagues within the Department on short term deliverables, while being able to work with a good degree of independence on the Market Risk Python-based platform
Basic knowledge of interest rate products (Bonds, Swaps, non-linear derivatives)
Previous exposure to Market Risk concepts and techniques (e.g., Scenario Stress Testing, VaR, FRTB etc.) is beneficial but not necessary
Communicate/ interact with other teams both within Market Risk as well as outside (e.g. Trading, First Line of Defence, IT Dept, Quantitative Research, Risk Control)
Excellent written and verbal communication skills
Quantitative skills including applied mathematics and statistics would be a plus.

Job Responsibility

Maintain, improve and further widen the scope of the existing Python-based infrastructure for risks, including daily risks monitoring, P&L attribution analysis, ad-hoc stress testing, Historical VAR estimation on selected portfolios
Work alongside the team in EMEA on the whole set of daily tasks and deliverables, both internally as well as regulatory driven, when needed
Daily limits monitoring, controls and analysis of risks, attestation of risks measures for regulatory purposes, P&L attribution analysis.

What we offer

Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
A discretionary annual performance-related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources.

Fulltime

Economists of biodiversity and ecosystems – junior researchers

The CMCC Foundation invites applications for two junior researchers specializing...

Location

Italy , Milano; Venezia

Salary:

Not provided

CMCC Foundation - Centro Euro Mediterraneo sui Cambiamenti Climatici

Expiration Date

February 28, 2026

Requirements

PhD in environmental economics, ecological economics, biodiversity science, conservation biology, applied mathematics, or related fields
Fluency in English (Italian not required), with strong writing and presentation skills
Willingness to travel for project meetings and conferences
Ability to work effectively in an interdisciplinary and international research environment
Interest or experience in research project development, particularly within EU-funded programmes
Expertise in one or more of the following areas: Biodiversity modeling, species distribution models, and ecosystem services assessment
Economic valuation techniques (stated and revealed preference methods, benefit transfer)
Computational modeling using economic frameworks (e.g. GAMS, Julia, JuMP)
Integrated assessment modeling linking biodiversity, climate, and economic systems
Geospatial analysis and remote sensing for biodiversity monitoring

Job Responsibility

Contribute to expanding the Institute’s research capacity in biodiversity economics
Work on internally and externally funded research projects
Contribute actively to research activities, advance biodiversity assessment methodologies, and participate in fundraising efforts
May contribute to the coordination of scientific activities and the supervision of PhD students, depending on seniority
Key research areas include: Biodiversity–climate–economy integrated assessment modeling
Economic impacts of biodiversity loss and ecosystem degradation
Nature-based solutions for climate adaptation and mitigation
Economic valuation of biodiversity and ecosystem services
Mainstreaming biodiversity into economic decision-making and policy design
Trade-offs and synergies between biodiversity conservation and development objectives

What we offer

Flexible working time as per internal policies
Welfare package, for minimum 12 months contract
Support during the immigration process, if needed
Tax benefits for individuals relocating to Italy under the “Rientro dei Cervelli” scheme
Collaborative environment: Work with global experts in climate, energy, and economic modeling

Fulltime

Trading Analyst – Products (Oil & LPG)

We are seeking a highly motivated Trading Analyst to join a dynamic product trad...

Location

United Kingdom , London

Salary:

Not provided

Goodman Masson

Expiration Date

Until further notice

Requirements

A degree in a quantitative discipline (e.g. engineering, mathematics, economics, finance)
Prior experience in oil or products trading/analysis
Strong understanding of oil products (LPG knowledge advantageous)
Advanced Excel skills (VBA essential
Python/SQL beneficial)
Strong communication skills and a collaborative mindset
Genuine interest in energy markets and trading

Job Responsibility

Provide analytical and operational support to traders and managers
Ensure accurate trade booking, exposure monitoring, and P&L reporting
Analyse market data
Perform arbitrage and crack spread calculations
Track cargo movements
Maintain market and shipping dashboards
Prepare daily and weekly reports
Deliver internal presentations
Contribute to ad-hoc research projects that support trading decisions
Liaise regularly with middle office, shipping, operations, contracts, and international trading desks

New

Quant Sales Specialist

Energy Aspects currently has a fantastic opportunity for a driven and ambitious ...

Location

United States , New York; Houston

Salary:

140000.00 - 180000.00 USD / Year

Energy Aspects

Expiration Date

Until further notice

Requirements

Minimum of 4 years’ work experience in sales, preferably within quantitative analytics, data, SaaS, or fintech sectors
Proven track record of achieving and exceeding sales targets when selling to hedge funds/ commodity traders
Strong understanding of the energy, commodities, or financial markets, with an appreciation for quantitative and data-driven solutions
Comfortable discussing quantitative concepts such as time series, backtesting, model performance
Excellent communication, negotiation, and presentation skills, with the ability to engage both technical and non-technical stakeholders
Ability to build and maintain strong client relationships at all organisational levels
Self-motivated, results-oriented, and able to work independently
Bachelor’s degree preferred

Job Responsibility

Be the commercial owner for EA Quant analytics and Data solutions in Americas, including: Quantitative analytics & predictive outputs
Structured datasets / data feeds
Dashboards, written research and API
Identify, target, and secure new business opportunities across the Americas, with a focus on quantitative analytics and enterprise data solutions
Manage and expand relationships with existing clients, ensuring high levels of satisfaction, retention, and upsell opportunities
Develop a deep understanding of Energy Aspects’ Quant Analytics and Enterprise Data products, and effectively communicate their value proposition to quantitative, trading, and enterprise clients
Collaborate with internal teams (product, research, data science, marketing) to tailor solutions to client needs and provide feedback for product development
Negotiate and close enterprise-level sales contracts for data and analytics solutions
Maintain up-to-date knowledge of market trends, competitor offerings, and evolving client requirements in the Americas
Represent Energy Aspects at industry events, conferences, and client meetings across the region

What we offer

Competitive compensation package that includes performance related incentives
Comprehensive private health insurance
Substantial pension contributions
Company share options
Subsidised gym memberships
Generous holiday policy
Social clubs (running, yoga, football, culinary adventures)
Office amenities (coffee, healthy snacks, social space)
Strategically located offices with nearby gyms, retail, dining, and transport

Fulltime

New

Quant Sales Specialist

Energy Aspects currently has a fantastic opportunity for a driven and ambitious ...

Location

United States , Houston

Salary:

Not provided

Energy Aspects

Expiration Date

Until further notice

Requirements

Minimum of 4 years’ work experience in sales, preferably within quantitative analytics, data, SaaS, or fintech sectors
Proven track record of achieving and exceeding sales targets when selling to hedge funds/ commodity traders
Strong understanding of the energy, commodities, or financial markets, with an appreciation for quantitative and data-driven solutions
Comfortable discussing quantitative concepts such as time series, backtesting, model performance
Excellent communication, negotiation, and presentation skills, with the ability to engage both technical and non-technical stakeholders
Ability to build and maintain strong client relationships at all organisational levels
Self-motivated, results-oriented, and able to work independently
Bachelor’s degree preferred

Job Responsibility

Be the commercial owner for EA Quant analytics and Data solutions in Americas, including: Quantitative analytics & predictive outputs, Structured datasets / data feeds, Dashboards, written research and API
Identify, target, and secure new business opportunities across the Americas, with a focus on quantitative analytics and enterprise data solutions
Manage and expand relationships with existing clients, ensuring high levels of satisfaction, retention, and upsell opportunities
Develop a deep understanding of Energy Aspects’ Quant Analytics and Enterprise Data products, and effectively communicate their value proposition to quantitative, trading, and enterprise clients
Collaborate with internal teams (product, research, data science, marketing) to tailor solutions to client needs and provide feedback for product development
Negotiate and close enterprise-level sales contracts for data and analytics solutions
Maintain up-to-date knowledge of market trends, competitor offerings, and evolving client requirements in the Americas
Represent Energy Aspects at industry events, conferences, and client meetings across the region
Occasional travel within the Americas as required (approximately 2-3 times per quarter)

What we offer

Competitive compensation package that includes performance related incentives
Comprehensive private health insurance
Substantial pension contributions
Company share options
Subsidised gym memberships
Generous holiday policy
Social clubs (running, yoga, football, culinary adventures)
Office amenities (coffee, healthy snacks, social space)

Fulltime

Quantitative Research and Trading Intern

SESCO Enterprises

Location:
United States , Monroeville

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
December 12, 2025

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