Develop and implement quantitative software applications to process and analyze real-time financial market data in a high-performance computing environment.
Maintain and optimize existing software applications, and recommend and implement improvements.
Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans.
Regular communication with management and technical colleagues.
Processing, collecting and analyzing financial market data, including high frequency real-time pricing data and reference data.
Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources.
Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications.
Participate in final presentation and retreat at the conclusion of the internship.
Requirements
Must be currently enrolled in a BA/BS program in STEM and should not be scheduled to graduate before December of the internship year.
STEM background with an interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics.
Must have strong programming skills in C++ and/or Java.
Functional programming skills in SQL.
Working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing is a plus.
Programming in CUDA is a plus.
Financial markets experience a plus (market data, reference data, risk).
Strong Linux background is a plus.
Strong ability to work within a global team, prioritize tasks, and meet deadlines.
Candidates should be versatile, eager and able to work in a fast-paced, time-sensitive financial and technical environment.