Company Description AlgoEdge is a quantitative research firm that provides innovative trading solutions to investment managers such as hedge funds and family offices. Our proprietary strategies cover multiple asset classes and are designed to be market-neutral. We emphasize innovation and precision, rigorously back-testing and live testing our strategies to ensure optimal performance. ML/AI Quant Internships at AlgoEdge – Gurgaon Office Are you passionate about Machine Learning, AI, and Financial Markets ? Do you want to build real trading strategies , not just theoretical models? At AlgoEdge , we're building India's next-gen quant trading and analytics platform , leveraging multi-factor models, AI, and big data to outperform global markets. 👉 We’re currently hiring 2 interns / junior quant researchers to join our core team at Gurgaon. 🔬 What You'll Work On: ✔ Build predictive ML models for alpha generation ✔ Enhance execution logic using reinforcement learning & NLP ✔ Backtest strategies using large-scale tick and alt-data ✔ Work closely with experienced quants and traders in a collaborative, high-impact environment 🎓 Who Should Apply: BTech/MSc/PhD candidates from top institutes (IITs, BITS, ISI, etc.) or equivalent research experience Strong skills in Python, NumPy/pandas, TensorFlow/PyTorch Background in Statistics, Mathematics, Computer Science, or Engineering Curiosity for markets and a passion for solving complex problems with data Strong team spirit and a willingness to learn in a fast-paced, startup environment ✨ Why AlgoEdge? ✅ Paid internship with industry-best compensation ✅ Potential fast-track to full-time role ✅ Learn from seasoned quants ✅ Flat structure with daily exposure to real trading decisions ✅ Work on actual strategies deployed in live markets 📍 Location: Gurgaon Apply: https: docs.google.com/forms/d/1FEZgxujENiY_sO9CrmX2T52QxeISVZsbGw61DL3Mk-A/edit Show more Show less

Job Summary: We are seeking a highly analytical and intellectually curious Quantitative Researcher to join our research and trading team. In this role, you will design, develop, and test systematic trading strategies using a data-driven and scientific approach. You will work alongside traders, developers, and data scientists to identify alpha signals, model risk, and improve portfolio performance across multiple asset classes. Key Responsibilities: ● Research and develop quantitative models for alpha generation, risk management, and execution. ● Analyze large datasets to identify patterns, inefficiencies, or statistical arbitrage opportunities. ● Conduct rigorous backtesting and simulation of trading strategies. ● Apply statistical and machine learning techniques to improve signal quality and prediction. ● Collaborate with engineering and trading teams to implement models into production. ● Monitor and evaluate model performance and make real-time adjustments as needed. ● Stay updated on academic research, market structure, and trading innovations. Qualifications: ● Candidate with 2 - 3 Years of experience in specific Quant Research or Algo Trader (Indian Market) ● Master’s or Ph.D. in a quantitative field (e.g., Mathematics, Statistics, Physics, Computer Science, Engineering, Quant Finance). ● Discretionary traders, please do not apply ● Strong background in statistical modeling, time-series analysis, or machine learning. ● Strong programming skills in C++ and Python are mandatory. ● Good knowledge of financial data analysis and data structures . ● Solid understanding of options and Greeks is mandatory . ● Experience with data handling, feature engineering, and model evaluation techniques. ● Strong problem-solving and critical-thinking abilities. ● Ability to communicate complex ideas clearly to both technical and non-technical audiences. Dis-Qualification: Candidates will not be considered if they exhibit any of the following: Long notice period ; we require someone who can join within 2 months (sooner the better). Discretionary traders . Candidates aspiring to become quant traders but lack existing quant experience; we require 2-3 years of proven quantitative trading/research experience. Inability to independently design strategies, code, and backtest them. You must have an existing strategy or solid ideas. Preference to work in a silo environment ; we maintain a highly collaborative culture where ideas are openly shared across all levels—from junior interns to senior traders. Lack of eagerness to learn and adapt. Preference for work from home ; we offer hybrid work in exceptional cases only, and expect primarily office-based presence in Gurgaon. Preferred Skills: ● Experience working with alternative data sources (e.g., satellite, web scraping, sentiment). ● Familiarity with execution algorithms, market impact modeling, or HFT environments. ● Knowledge of optimization methods and portfolio theory. ● Exposure to cloud computing, distributed systems, or parallel computing. What We Offer: ● Highly competitive compensation package for the right candidate, there is no bar on salary , coupled with a performance-based P&L share . ● Access to rich datasets, cutting-edge infrastructure, and proprietary tools ● Collaborative, research-driven culture focused on innovation and growth. ● Opportunities to publish, attend conferences, or mentor juniors (if desired) Show more Show less

AlgoEdge Job Title: Quantitative Developer Intern Location: In Person — Gurugram, India Job Type: Internship (Full-time or Part-time) Department: Quant Research / Engineering Compensation: Paid internship (details to be discussed) About AlgoEdge: AlgoEdge is a quantitative research firm developing and licensing high-performance algorithmic trading strategies across multiple asset classes and geographies. We combine cutting-edge research, proprietary infrastructure, and a collaborative culture to build scalable, alpha-generating strategies for investment managers. Internship Summary: We are seeking a Quantitative Developer Intern with strong programming skills and an interest in quantitative trading and development. You will work directly with our quant researchers and senior developers to build, test, and maintain the tools and systems that power our trading strategies. This is a hands-on internship designed to give you exposure to real-world quant development in a high-performance trading environment. Key Responsibilities: Build and optimize tools/services/infrastructure for data ingestion, feature engineering, and strategy backtesting. Implement, test, and maintain trading algorithms and analytics pipelines in Python or C++. Plan, design and implement data communication pipeline interacting over multiple services. Work closely with quant researchers to productionize signal research and model output. Design performance dashboards, visualization tools, and real-time monitoring systems. Ensure code is modular, well-documented, and scalable across strategies and asset classes. Support infrastructure improvements including speed, reliability, and code efficiency. Qualifications: Pursuing or recently completing a degree in Computer Science, Engineering, Applied Mathematics, or a related field. Strong programming experience in Python ; C++/Rust is a plus. Familiarity with Fastapi , Pandas, NumPy, SQL , and general data wrangling. Familiarity with moving data between services over different protocols (e.g., event-based, shared storage services, or API-based) Solid understanding of software engineering principles and version control (Git). Solid understanding of linux, docker, data storage, infrastructure design and shell scripting. Interest in financial markets, trading, or quantitative strategies (prior experience a plus but not required). Detail-oriented, intellectually curious, and comfortable working in a fast-paced environment. Having built hobby pet projects that involves self hosted infra is a big plus. Preferred Skills: Experience with backtesting frameworks (e.g., Zipline, Backtrader) or custom simulation environments. Exposure to cloud platforms (AWS/GCP), containers (Docker), or distributed computing. Familiarity with time-series analysis, machine learning, or financial data APIs. What We Offer: Real-world exposure to quantitative trading and systems development. Mentorship from experienced quant researchers and developers. Flexible remote work environment with high autonomy. Potential for full-time opportunities based on performance. An intellectually stimulating culture focused on research, innovation, and continuous learning.