Our research teams are working on extracting insights from a vast array of datasets to develop sophisticated trading models alongside with portfolio optimization.
The aim of the internship is to study the order flows (i.e. the trading orders observed in the market). These order flows exhibit stable statistical properties across various markets. Our objective is to propose a probabilistic model to accurately account for these properties. Subsequently, we will explore innovative estimation techniques and endeavor to disaggregate the flows, essentially identifying trading behaviors.
You are a student in the second year of your master’s degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance) and are looking for your end of study internship
You are proficient in Python
You are comfortable with statistics and data/ time-series manipulation
You are fluent in English (written and spoken)
You are able to think out-of-the-box, rigorous and have good communication skills
Knowledge of the finance sector can be a plus but is not required
Stefanini Brasil
Qonto
Velixo
TEECOM
