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Internist - XMG Inc

Engineering

15 January 2026449 views

Expires in 15 days

The ideal Quant candidate will be highly proficient at researching data, pattern recognition and machine learning, statistics, econometrics or math. We will also accept recent PhD, Msc, BA/BS from top university without any experience...



You will be a researcher or mathematician motivated by what’s new to ensure you're always ahead of the curve. You will understand the need and importance of strong research and strong modelling.



On a day to day you will:


Working on your own strategy research
Back Testing models
Working with the development team to execute models.
Execution
Latency strategy Research
Machine learning research
Statistics/Econometrics research
Market microstructure research



Below qualifications are preferred, but not necessarily a must:


PhD in Maths Stats or Comp Sci from a top school MIT, Cornell, Stanford, Oxbridge, Imperial, UCL or global top 50 engineering school
Good understanding of Stats and time series
Understanding of relational and non-relational databases with or without using an ORM
Matlab or R ideally
C++ or Python
Interest in quantitative problems



We are also looking for Quant Development Interns: Will have a computer science degree from a top tier university with a genuine passion for programming and tackling problems, the ability to help build bespoke trading systems and tools for, with some knowledge of C++ highly desired but not essential.


Requirements:


Python
Knowledge of time series analysis / stochastic calculus / machine learning / data mining / code optimisation would be a plus
C++



The internships entails quite a range of potential responsibilities depending on your abilities and the needs of the business.


You may be required to:


Implement trading strategies;
Build tools and engines that improve our ability to analyse data;
Work on complex computational and data-related problems and implement efficient an innovative solutions;
Proactively develop tools to analyse data, models, and trading, and develop platform enhancements to improve the quality of our execution;
Develop visualisations, and other analytics for live and experimental trading;
Improve system component performance by orders of magnitudes by improving the underlying algorithms/ method of processing / identifying systems bottlenecks;
Improve the accuracy of our trading simulator, analyse differences to actual trading, and then work to improve the correlation;
Design extremely high-performance, highly-reliable and finely-tuned numeric computational programs and implement such models/algorithms in python and C++ language with production quality code;
Monitor our trading system and fix production problems;



To do this effectively, you will need to be curious, intellectually honest, practical, purposeful, committed to high quality computer code and to apply clear judgement and critical thinking, as well as collaborate closely with others in the firm.



You will be joining a small team where your impact will be immediate and tangible and will be working with experienced finance professionals who will teach you the business. We are open to hearing your ideas and encourage you to make suggestions on any area that can be improved.


We aim to reward people on their contribution to firm performance including helping others and the internship will be converted into full time depending on the performance...


Employment Type


Full-time

  • Experience
    Required
  • Languages
    English – Advanced
  • Employment
    Full-time
  • Schedule
    8am-6pm
  • Starting time
    Immediate start!

pin icon285 Fulton Street, Manhattan, 10006, New York

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EngineeringNew York

Travel agency • 11-50 Employees

Hiring on JOB TODAY since January, 2026

HFT company located in NYC

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ken K.Active 1 month ago
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