Quantitative Research Intern at WorldQuant

Taipei, Taiwan

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Not SpecifiedCompensation

InternshipExperience Level

InternshipJob Type

UnknownVisa

FinanceIndustries

Requirements

Hold or working toward a Bachelor’s degree or an advanced degree from a top university in a highly analytical field, such as Electrical Engineering, Computer Science, Mathematics, Physics, Financial Engineering, or any other related highly analytical and quantitative field
High GPA and academic grades for Bachelor's degree
Familiarity with a programming language (Python or C++)
Good communication skills in English
Strong interest in learning financial markets
Eligible to work in Taiwan
Students who anticipate graduating between 2025 and 2026 or recent graduates
Availability for semester internship (February to June 2025) or summer internship (June to July 2025 or July to August 2025)

Responsibilities

Analyze various types of financial market data
Create alphas
Review and experiment ideas from financial readings and literature
Perform other tasks that may be assigned by advisors

Skills

Key technologies and capabilities for this role

Quantitative ResearchFinancial ModelingPredictive ModelingData AnalysisStatisticsProgrammingAlpha GenerationMachine Learning

Questions & Answers

Common questions about this position

What educational background is required for the Quantitative Research Intern position?

Candidates must hold or be working toward a Bachelor’s degree or advanced degree from a top university in a highly analytical field such as Electrical Engineering, Computer Science, Mathematics, Physics, Financial Engineering, or related quantitative fields, with a high GPA.

What programming skills are needed for this internship?

Familiarity with a programming language such as Python or C++ is required.

Is prior finance experience necessary for the Quantitative Research Intern role?

Prior finance experience is not required, but a strong interest in learning about finance and global markets is beneficial.

What is the work location for this internship?

Candidates should be eligible to work in Taiwan.

What does WorldQuant's company culture emphasize?

WorldQuant fosters a culture pairing academic sensibility with accountability for results, encouraging open thinking, challenging conventional ideas, continuous improvement, and valuing intellectual horsepower from anyone.

WorldQuant

Quantitative asset management using algorithms

About WorldQuant

WorldQuant is a quantitative asset management firm that focuses on managing investments for institutional clients like pension funds and sovereign wealth funds. The firm uses data and predictive algorithms to analyze financial markets and identify investment opportunities. Its approach involves algorithmic trading, where mathematical models guide investment decisions. Unlike many competitors, WorldQuant encourages a culture of experimentation and innovation among its employees, allowing everyone to contribute ideas regardless of their position. The company's goal is to generate returns for its clients while maintaining a commitment to equal opportunity in the workplace.

Greenwich, ConnecticutHeadquarters

2007Year Founded

$148.5MTotal Funding

N/ACompany Stage

Quantitative Finance, Financial ServicesIndustries

1,001-5,000Employees

Benefits

Performance Bonus

Flexible Work Hours

Risks

Increased competition from AI-driven investment firms like ADIA.

Regulatory scrutiny on algorithmic trading practices is increasing globally.

Market volatility challenges the performance of algorithmic trading models.

Differentiation

WorldQuant employs over 1,000 professionals across 27 global offices.

The firm uses predictive algorithms to manage assets and generate client returns.

WorldQuant emphasizes equal opportunity, allowing all employees to contribute meaningfully.

Upsides

Increased focus on alternative data sources is gaining traction in quantitative finance.

Machine learning integration in portfolio management allows better market trend predictions.

Quantum computing offers potential for faster, complex calculations in algorithmic trading.

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