Quantitative Researcher (Intern)

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Research / Data Science Intern. Position based in Moscow and Saint-Petersburg


Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an exceptional talent. There is no roadmap to future success, so we need eople who can help us create it. Our collective intelligence will drive us there.

Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. We strive to understand data in ways our competitors don’t believe is possible. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Research / Data Science Intern. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges

As we pursue our goal of creating new alphas, we need Interns who will lead us there. WorldQuant’s unique investment platform is a leader amongst its peers and the methodology we employ is cutting edge. We desire people who will help us in our relentless pursuit to succeed.


Job Responsibilities (including, but not limited to, the following):

  • Building mathematical, algorithmic, computer-driven models of financial markets
  • Performing analysis of financial datasets
  • Exploring academic literature on mathematical finance


Job Requirements:

  • 4th year of studies and higher (MSc and PhD students are welcome) from a top university in a highly analytical/quantitative field, such as: Mathematics, Computer Science, Physics, Economics, Finance or similar
  • High GPA
  • Research mind-set: being a deep thinker, creative, persevering, smart, a self-starter, etc.
  • Programming skills (C++ and/or Python a must)
  • Strong interest in learning about worldwide financial markets
  • Good knowledge of English
  • Strong work ethic


As a plus:

  • Participant of International or regional Mathematics/Programming/Physics Olympiads
  • Strong record of academic achievement (such as scientific publications, conference presentations, grants or awards)


Unique Opportunity:

  • To understand the connections between advanced mathematical, computational and machine learning methods, and the modern financial industry
  • To learn from world-leading researchers
  • Potential to be considered for a full-time position aer graduation, based upon internship performance (among other factors)
  • To work in friendly and collegial working environment


What we offer:

  • Dynamic work without routine in a leading international company;
  • Competitive compensation package;
  • Healthy work-life balance support (flexible start of working day);
  • Regular teambuilding;
  • Monthly team lunches;
  • Culture of continuous learning: online training;
  • Fruits & snacks in the office.


Stages of our recruitment process:

  • CV review;
  • Tests (Math and Programming);
  • 3 interviews (in case of successfully completed tests);
  • 3 more interviews (in case of successfully completed previous stage interviews);
  • Decision.