Quantitative Trading Intern

About the role

The Quantitative Trading Intern will support the research, development, testing, implementation and monitoring of systematic investment and trading strategies for a Gibraltar‑based single family office. Based on‑site at the World Trade Center in Gibraltar, the intern will work directly with the quantitative research, trading and investment teams, contributing to real research, portfolio‑management and live‑trading workflows across global equity markets.

Key responsibilities

• Research and evaluate systematic equity‑investment and trading ideas, including factors, anomalies, signals and quantitative strategies.
• Build and improve Python‑based research, data‑analysis and back‑testing workflows.
• Test strategies using historical data, assessing robustness, returns, drawdowns, turnover, transaction costs, liquidity and implementation feasibility.
• Support portfolio construction, position sizing, diversification, risk analysis and performance reporting.
• Source, clean, validate and maintain market, fundamental, macroeconomic and alternative datasets.

Required profile

• Current student, PhD candidate or recent graduate in FinTech or a closely related quantitative discipline (e.g., Quantitative Finance, Mathematics, Statistics, Computer Science, Physics, Engineering, Econometrics, Machine Learning, Data Science).
• Minimum two years of practical investing and portfolio‑management experience, including direct involvement in investment decision‑making, portfolio construction, position sizing, risk management or quantitative strategy development.

Required skills

• Strong Python programming skills, particularly with NumPy, pandas, Jupyter and data‑visualisation tools.
• Solid understanding of probability, statistics, time‑series analysis and optimisation methods.