Build a strong foundation in options markets through both an academic and a practitioner’s lens.

Keep up to date on major macro developments and market-moving headlines, with a focus on understanding their implications for trading decisions and portfolio risk.

Collaborate with seasoned portfolio managers and quantitative researchers specializing in single-stock and index volatility strategies.

Perform various quantitative research tasks and projects using large-scale volatility datasets.

Enhance research infrastructure and tools for trading and risk management, with an emphasis on leveraging AI.

We seek individuals who:

Are pursuing an undergraduate or non-MBA advanced degree in a quantitative field, with an expected graduation date between December 2027 and June 2028.

Possess strong programming skills—particularly in Python —and hold experience working with large datasets, APIs, or databases.

Demonstrate rigorous analytical thinking with a strong knowledge of probability & statistics (time-series analysis, machine learning, optimization).

Are self-starters who enjoy digging into complex, open-ended problems and can work both independently and collaboratively with a team.

Exhibit a genuine interest in financial markets, risk taking, and using technology in dynamic, data-rich environments.

Showcase creativity and enthusiasm for leveraging AI tools to enhance productivity and improve processes and workflows.

Equity Volatility Quant Researcher Intern (Summer 2027)

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Walleyecapital External Students

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