Quant Trading Intern

About Fasanara Digital

Fasanara is a $6.5 billion investment group with a team of more than 130 professionals, built on the belief that technology and data, applied rigorously, create a structural advantage in financial markets. Fasanara Digital is our dedicated digital-asset investment team, applying the same scientific, technology-led discipline used across private credit and fintech to crypto markets.

The team operates a proprietary, globally distributed trading platform that captures opportunities across more than fifteen digital-asset venues on a 24-hour basis. It manages a portfolio of fully delta-neutral strategies designed for consistent, risk-adjusted returns independent of market direction. At Fasanara Digital, technology is the mechanism through which the strategy is expressed—execution systems, research infrastructure, and risk tooling are designed, maintained, and used in-house by the same people who trade on them, and each member of the desk is expected to engage directly with that stack.

Role

We are opening a small, off-cycle internship cohort with two positions, available for immediate start. This is not a scheduled seasonal program; we are hiring now for candidates who can begin now.

Interns are integrated directly into the desk and are held to the same standard of rigor as full-time staff, within a scope appropriate to an internship. Each intern is paired with a trader or researcher for the duration of the placement and is given ownership of a genuine research question tied to a live strategy—not an isolated academic exercise. Work progresses through the full lifecycle used internally: hypothesis, data analysis, backtesting under realistic constraints, peer review, and, where warranted, a path toward production.

Key Responsibilities

• Analyze live and historical market data—including order books, funding rates, basis, and venue fee schedules—to identify and validate a specific trading edge or structural inefficiency.
• Design and backtest models or signals under realistic constraints, including execution cost, latency, fee tier, and capital usage.
• Work alongside a quantitative trader on an active cross-exchange arbitrage or basis strategy, from initial hypothesis through, where warranted, live sizing.
• Contribute production-quality tooling to the desk’s research and monitoring infrastructure.
• Present findings to the team in writing and in person, and defend the methodology and conclusions under scrutiny.

Qualifications

• We hire principally for quantitative reasoning and technical ability; no prior experience in finance or digital assets is required or expected.
• Currently completing, or recently completed, a bachelor’s or master’s degree in a highly quantitative discipline (mathematics, physics, computer science, engineering, statistics, or a related field).
• Demonstrated excellence in programming, with proficiency in Python; working knowledge of SQL is an advantage.
• Clear evidence of quantitative depth, such as competition mathematics, a strong academic record, research experience, or substantive independent projects.
• Sound judgement under ambiguity, and the discipline to revise a position quickly when the data warrants it.
• Excellent written and verbal communication skills, including the ability to present a technical argument clearly to a non-specialist audience.
• Available to start immediately. This is an off-cycle intake with no fixed future start date.

Internship Experience

Interns work from the same desk and on the same systems as the full-time team, with a dedicated trader or researcher as a mentor for the duration of the placement. Interns also have full access to the same fifteen-plus live venues and 24-hour global trading platform the desk operates on.