Jobs at InfiniteQuant

Summer internship performing quantitative research for high-frequency statistical arbitrage and market-making across commodities, digital assets, and prediction markets. Analyze order-book and tick data, construct alpha signals, develop and backtest strategies using Python/C++ and ML, and rotate across research tracks.

Intern will collaborate with infra, quants, and traders to design, develop, and maintain high-frequency trading systems, implement optimized code from prototypes, and contribute to data pipelines, simulators/backtesters, and monitoring software.