hirly

Graviton Research Capital

Quantitative Researcher - 2027 Summer Internship

Amsterdam, North Holland, Netherlands · London, England, United Kingdom · New York · Singapore

See how you match this job — and similar ones. Free.

Upload your resume and hirly scores it against this role at Graviton Research Capital first, then against similar open jobs, and shows where you fit and why.

PDF or DOCX, up to 12MB. No sign-up to see your matches.

Get past the screening software and onto a recruiter's desk

hirly rewrites your resume for this job — matching the keywords and skills in the posting, moving your most relevant experience to the top, and writing a cover letter to fit. About 30 seconds.

  • Keywords matched to this posting
  • Fit score before you apply
  • Cover letter included
Tailor my resume for this job →

Apply from your AI assistant

Connect hirly to Claude and ask it to apply to this job. hirly tailors your resume, fills the employer’s form and asks before sending. ChatGPT: manual setup today.

Some employer sites stop an application at a CAPTCHA or sign-in and hand it back with a link. Applying needs a paid plan. Works with any assistant that supports MCP.

hirly's read of this role

Seniority
Internship
Countries
NL, GB, US, SG
Work mode
On-site / unstated
First seen by hirly
19 Oct 2026

Derived automatically from the posting. Upload your resume above to see how the role scores against it.

the posting

At Graviton, every strategy, model and edge begins not with instinct, but with someone asking a better question than everyone else.

As a Quantitative Research Intern, you'll spend 10-12 weeks working on research that directly shapes how we understand markets and build trading strategies. You'll collaborate with researchers and technologists to investigate market behaviour, test hypotheses, build predictive models and solve problems where the answers aren't obvious.

This isn't an internship where you observe from the sidelines. Outstanding work has the potential to shape production strategies and generate real, measurable returns.

Ideal candidates are quantitatively sharp, practically minded problem solvers, programmers, mathematicians and scientists who are excited to solve the hardest problems in our field, across our offices in the US, Singapore, Amsterdam and London.

What You'll Work On

You'll work on real research problems, not simulated exercises, discovering predictive patterns from billions of market events, designing statistical models, and applying machine learning to open research problems. Your work would include:

Discovering predictive patterns from billions of market events

Designing statistical models that identify trading opportunities

Applying probability, optimization and machine learning to open research problems

Building AI-powered research agents that accelerate experimentation

Developing infrastructure for rapid, large-scale research

Designing experiments and backtests to evaluate hypotheses

Translating research into production-ready trading signals

Exploring new ML, AI and quant finance techniques to find the next source of alpha

What You'll Learn

Beyond the technical exposure, you'll learn how experienced researchers approach hard problems: breaking them down, questioning assumptions, and deciding based on evidence rather than intuition. You'll be paired with a mentor, reporting manager and buddy, with regular code reviews and feedback throughout the internship.

What Success Looks Like

Successful interns leave having delivered a complete research project from hypothesis to evaluation, built statistically rigorous models, and demonstrated curiosity, ownership and the ability to solve open-ended problems.

Who We're Looking For

We're looking for exceptional students who genuinely enjoy solving hard problems.

Full-time undergraduate, Master's or PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related field), graduating 2028

Strong programming skills in Python and/or C++

Grounded in probability, statistics, linear algebra and optimization, with experience in machine learning, statistical modelling or data analysis, whether through coursework, research or personal projects

Comfortable working with large, complex datasets, with strong analytical thinking

A passion for applying quantitative thinking and rigorous research to solve open-ended problems in markets

Strong communication skills, with the ability to explain complex ideas clearly

Our Culture

More than specific technologies, we care how you think. We look for people who are curious enough to question assumptions, analytical enough to separate signal from noise, persistent enough to keep searching past the first answer, humble enough to keep learning, and excited by problems without textbook solutions.

At Graviton, researchers sit alongside engineers to solve problems where milliseconds matter and better models create real competitive advantage. You'll get meaningful ownership from day one, in a culture built on intellectual honesty and continuous improvement. Your contribution won't be measured by hours spent, but by the quality of your thinking.

Markets are among the most complex systems humans have ever created. Every day, someone discovers a better answer. This summer, that someone could be you.

Original posting on Graviton Research Capital's site ↗

Listed on hirly, a job board. hirly is not the employer: Graviton Research Capital is hiring for this role.

Browse similar roles

Want this one?

Upload your resume and hirly rewrites it for this job and writes the cover letter — in about thirty seconds, before you sign up.

Tailor my resume for this job