Algorithmic Trader Intern
TransMarket Group2 months ago
Responsibilities
- Assist and learn all facets of automated trading from Junior and Senior Algorithmic Traders.
- Develop expertise in market microstructure, tick data, and automated trading systems.
- Build and maintain trading quantitative model tools and analytics.
- Learn and master programming languages relevant to trading.
- Develop, code, maintain, and support production-quality automated trading strategies.
- Engage in dynamic research projects and participate in the formal internship educational program.
Requirements
- Pursuing a Bachelor's, Master's, or Doctorate in a technical field or relevant industry experience.
- Graduation date between December 2027 and Spring 2028.
- Required courses include Data structures, Probability, Statistics, and Linear Algebra.
- Minimum major GPA of 3.5/4 or equivalent scale.
- Proficiency in object-oriented programming languages, preferably C++, Python, and/or Java.
- Experience in Linux scripting is a plus.
- Demonstrated passion for markets, finance, and trading.
- Project or internship experience in data analysis, quantitative modeling, or machine learning.
- Strong understanding of computing, math, probability, statistics, and finance.
- Excellent verbal and written communication skills.
- Ability to work within a team in a fast-paced environment.
- This position requires physical presence and is onsite in Chicago, IL.
Benefits
- Generous profit sharing program allowing employees to participate in the company's growth.
- World-class benefits for full-time employees and their families.
About TransMarket Group
TransMarket Group is a privately held proprietary trading firm that uses technology-driven strategies to trade derivatives, fixed income, energy, and interest-rate products in global markets. Founded in 1980 and headquartered in Chicago, it also maintains offices in Puerto Rico and Switzerland. The firm trades its own capital and builds electronic and quantitative systems to identify opportunities and manage risk.