Blockhouse's success stems from our groundbreaking approach to quantitative finance, blending sophisticated mathematical models with robust financial strategies to redefine market dynamics. We are seeking a Quantitative Strategy Development Intern to transform informative features into actionable investment algorithms, contributing directly to the design and testing of cutting-edge trading strategies.
Strategy Formulation
Analyze libraries of features derived from diverse asset classes and instruments to identify patterns and relationships.
Develop and test investment strategies by formulating theories that explain observed features and market phenomena.
Identify economic mechanisms that create profitable opportunities, such as behavioral biases, asymmetric information, or regulatory constraints.
Algorithm Development
Translate theories into executable algorithms, ensuring transparency and interpretability (white-box approach).
Develop prototype code for strategies and prepare it for submission to the backtesting team for validation.
Cross-Asset Research
Work with data from multiple asset classes, including equities, fixed income, FX, and derivatives, to discover and test cross-asset relationships.
Synthesize findings from analysts and feature engineers into cohesive strategy frameworks.
Production Deployment
Deploy machine learning models to production environments, ensuring scalability and robustness.
Collaborate with engineering teams to integrate strategies into production systems.
Collaborative Ideation
Collaborate with quantitative researchers, data scientists, and backtesting teams to refine strategies and ensure they meet performance expectations.
Research and Innovation
Stay informed on the latest advancements in quantitative finance, market microstructure, and algorithmic trading.
Educational Background
Currently pursuing or having completed a Bachelor’s, Master’s, or PhD in Financial Engineering, Economics, Mathematics, Computer Science, or a related quantitative field.
Bachelor’s students with strong analytical skills and a keen interest in strategy development are encouraged to apply.
Technical Expertise
Proficient in Python, with experience developing and testing algorithms.
Familiarity with machine learning frameworks and quantitative analysis tools.
Strong knowledge of dynamic programming and the ability to apply it to solve complex optimization problems.
Experience deploying machine learning models to production environments.
Domain Knowledge
Strong understanding of financial markets and economic principles.
Familiarity with multiple asset classes, including equities, fixed income, and derivatives.
Analytical and Problem-Solving Skills
Ability to critically evaluate features and formulate theories that explain observed patterns in market data.
Strong problem-solving skills and a meticulous approach to testing hypotheses.
Mathematical Proficiency
Highly comfortable with advanced mathematical concepts, including optimization techniques, dynamic programming, and statistical analysis.
Communication Skills
Capable of articulating complex theories and strategies clearly to multidisciplinary teams.
Innovative Environment
Work at the forefront of quantitative finance, transforming feature libraries into actionable trading strategies.
Expert Team
Collaborate with seasoned professionals who excel in data-driven financial innovation.
Professional Growth
Gain hands-on experience in strategy development, algorithm design, and cross-asset research.
Compensation
Equity-only compensation that reflects the value of your contributions.
Work Hours
A part-time role with 20-30 hours per week, offering flexibility and immediate start dates.
At Blockhouse, we value talent from across the globe and support international students through e-verification, CPT/OPT documentation, and flexible international payment arrangements.
If you’re passionate about transforming cutting-edge data into actionable investment strategies and eager to test your quantitative skills in a dynamic environment, join us at Blockhouse and shape the future of finance.
Are you ready to dive into the world of quantitative finance? At Blockhouse, we're on the lookout for a driven Quantitative Strategy Development Intern to join our innovative team in New York City! This role is perfect for those passionate about transforming sophisticated mathematical models into actionable investment algorithms. You'll have the opportunity to analyze diverse asset classes, identify patterns, and develop cutting-edge trading strategies that redefine market dynamics. As a key player in our team, you will collaborate with quantitative researchers and data scientists to ensure that our strategies meet performance expectations and are seamlessly integrated into production systems. Not only will you gain hands-on experience in algorithm design and strategy formulation, but you'll also work in a flexible part-time setting of 20-30 hours per week. We welcome international students as well and provide support for CPT/OPT documentation. So, if you're eager to apply your analytical skills and explore the dynamic world of finance, consider joining us at Blockhouse today!
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