Quant Developer / Quant Research Intern - 2026/2027
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- Work arrangement
- onsite
- Employment
- Intern
- Stated compensation
- USD 1,800–2,000 1 WEEK
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Requirements
2 with evidence7 unclear or unstated- Remote policy
- onsite
“Provider workplace type: onsite”
From employer posting metadata - Work authorization
- Other: Must have US work authorization or ability to use OPT during the time of your internship.
“Other: Must have US work authorization or ability to use OPT during the time of your internship.”
See matched passage in original description ↓ - Employment type
- Intern
- Compensation
- USD 1,800–2,000 1 WEEK
7 fields not stated in this posting
- Employer sponsorship
- Not specified
- Geographic scope
- Not specified
- Degree requirement
- Not specified
- Security clearance
- Not mentioned
- Timezone / hours
- Not specified
- Citizenship requirement
- Not mentioned
- Minimum experience (years)
- Not specified
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Original job description
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Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management.
What you'll do.As an intern, you'll work directly with our quant team on a real piece of that platform.
Build the systems a systematic investment platform runs on — from the inside.
No prior finance, credit, or trading experience is required — we hire for quantitative and engineering ability and teach the domain.
What you might work on (matched to your strengths):
· Market or reference data ingestion with point-in-time correctness (no lookahead, as-of-date correct).
· Building and validating a candidate factor or risk model on the emerging platform, with an emphasis on robustness and out-of-sample validity.
· A piece of the research-to-production path — the tooling that promotes a signal to production by configuration rather than a rewrite.
· A component of the backtesting / simulation engine, the feature/signal store, or the portfolio optimizer.
We're looking for:· Currently pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or a related quantitative field.
· Strong programming ability in Python (C++, Rust, or another language is a plus).
· Solid fundamentals in statistics and/or ML, and the instinct to be suspicious of results that look too good.
· Evidence of building things and going deep — research, open source, competitive programming (ICPC/Codeforces), Kaggle, olympiads, or substantial personal projects.
· Nice to have: exposure to markets/investing, data engineering, orchestration tools (Dagster/Prefect), or cloud (Azure).
Logistics: 12-week onsite internship — Fall 2026 (September–November); Winter 2026 (December–February); or Summer 2027 (June–August). Open to students graduating December 2026 through Summer 2028; PhD candidates with later graduation dates are also considered.
Additional Details:
Compensation: $1800 - $2000 per week depending on level of coursework. Strong interns are our primary source of full-time offers.
Location: Onsite, Midtown, New York City
Other: Must have US work authorization or ability to use OPT during the time of your internship.
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