G-Research offers a unique 10-week summer internship for talented quantitative students to work on meaningful research projects in financial time-series prediction using advanced mathematical and computational techniques. Interns will collaborate with experienced researchers, applying machine learning, deep learning, and statistical analysis to real-world financial challenges.
Primary responsibilities include conducting independent research projects involving extracting predictive signals from financial time-series, implementing back-testing frameworks, constructing portfolio simulation pipelines, and applying advanced mathematical modeling techniques to predict market dynamics.
Required experience includes a strong mathematical background, intermediate programming skills in object-oriented languages like Python or C#, being in the final or penultimate year of a Masters or PhD in technical disciplines such as Mathematics, Physics, Statistics, Engineering, or Computer Science. Candidates should demonstrate interest in data science, machine learning, and optimization techniques.
The role offers highly competitive compensation, accommodation, weekly intern activities, lunch provisions, 30 days' pro-rated annual leave, an informal work environment, and potential full-time opportunities for top performers. Interns will work in a dynamic, flexible culture that cultivates world-beating ideas and provides structured mentorship and feedback.
