Quantitative Research Intern (July/August to December 2026)

Overview

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies—the foundation of a balanced, global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.

Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate outstanding talent. There is no roadmap to future success, so we need people who can help us build it.

The Role

Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. We strive to understand data in ways our competitors don’t believe is possible. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Research Intern. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep problem solver who is motivated by unsolved challenges.

This position is responsible for assisting with daily research and analysis tasks— which includes scripting for monitoring and alpha signal analysis. Candidates need not have prior knowledge of financial markets, but must have a strong interest in learning about stock markets and other capital markets. Our highly accomplished senior staff will provide the interns with mentoring and guidance to help them succeed.

What You’ll Bring

• Candidates holding or pursuing a BS (Hons), MS or PhD in Math, Physics, Computer Science or Engineering with excellent academic records are strongly preferred.
• Exceptional candidates without an advanced degree will also be considered. Prior quant analysis or trading experience is a benefit.
• Experience working in a Linux environment.
• Experience with scripting languages; Python and shell scripting are required.
• Programming skills; Python is essential.
• Machine learning and/or linear algebra coursework is a plus.
• Participation in data mining and/or programming competitions is preferred.
• Currently in the final or penultimate year of studies, available to commit full-time internship for at least 3 months for the period of July/August to December 2026.

WorldQuant has adopted the Tripartite Standard on Recruitment Practices and is committed to being a fair and progressive employer.

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Copyright © 2025 WorldQuant, LLC. All Rights Reserved. WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.