Quantitative Trading Internship – Summer 2027
About this role
Interns spend ten fast-paced weeks analyzing real-world data, building tools for risk management and trading decisions, and collaborating directly with experienced traders and technologists. Geneva Trading structures this summer program as a direct pipeline to full-time quantitative trading roles after graduation, providing one-on-one mentorship and regular feedback from senior leaders. Participants engage in an immersive training curriculum centered on kdb+/q, market microstructure, and algorithmic strategy development while working on projects that influence daily market operations.
Ideal candidates are analytical problem-solvers currently pursuing a Bachelor's, Master's, or PhD in quantitative fields like Financial Engineering, Applied Mathematics, Computer Science, Physics, or Statistics. The firm values individuals with a strong foundation in programming, statistics, and optimization who demonstrate a genuine curiosity about financial markets and data-driven systems.
What you will do
- Participate in an immersive training curriculum covering kdb+/q, market microstructure, and trading strategy development.
- Analyze and model trading opportunities using real-world financial data.
- Build and enhance software tools that directly support trading decisions and risk management.
- Collaborate daily with traders and technologists to solve complex operational problems.
- Present project outcomes to senior leaders and incorporate actionable feedback into ongoing work.
What you need
- Currently pursue a Bachelor's, Master's, or PhD degree in Financial Engineering, Applied Mathematics, Computer Science, Physics, Statistics, or another STEM field.
- Possess a graduation date between December 2027 and June 2028.
- Demonstrate strong programming skills in Python or similar languages.
- Maintain a solid understanding of statistics, probability, and optimization techniques.
- Bring practical exposure to data analysis tools such as R, MATLAB, Pandas, or NumPy.
- Exhibit curiosity about financial markets, algorithmic trading, and market microstructure along with clear communication skills.
Nice to have
- Experience with kdb+/q, SQL, or other database technologies
- Participation in trading competitions, math contests, competitive gaming, or poker
- Familiarity with machine learning techniques such as regression, neural networks, or SVMs
Benefits
- Impact from Day One
- Mentorship & Learning
- Culture of Excellence
- Career Path
Skills and tech stack
Questions candidates ask
What is the duration and start date for the internship?
The internship runs for 10 fast-paced weeks and has a scheduled start date of June 2027.
What is the compensation for this role?
The hourly compensation range is $55 to $65 per hour, with the final rate depending on skills, experience, education, and qualifications.
Does this internship lead to full-time employment?
Yes, this program serves as a direct pipeline to full-time quantitative trading roles after graduation, with top interns receiving full-time offers.
When does the application process close?
The application is expected to close on December 23, 2026.
Where is the position located?
The internship takes place at the Chicago office in Chicago, Illinois.