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Algorithm Development (Quant Research & Trading) PhD Internship – Summer 2027

Hudson River TradingLondon, United Kingdom; New York, NY, United States; SingaporeInternshipQuant Researcher

Posted July 13, 2026

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Last verified 2026-10-15. Confirm the employer's current requirements before applying.

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Rotate through algorithm-development teams researching automated trading strategies. Analyse market and non-market datasets, use machine learning and time-series methods, run large simulations and construct predictive models with Python/C++ infrastructure.

Requirements

Full-time PhD student in a quantitative subject. Python fluency and statistical, numerical or machine-learning tools such as NumPy, pandas, R or MATLAB. Strong communication and interest in applying research to financial markets.

Programme details

Signing bonus, housing and meals are additional to weekly base pay. Submit only one HRT application; it is considered across roles. Interview AI assistance requires explicit approval.

Employer-published base pay

  • New York: USD 5,800 / week
  • London: GBP 4,350 / week
  • Singapore: SGD 7,650 / week

Role details summarised from the employer’s listing. Check the original application for the full requirements, benefits and current availability.

Preparing your application

Prepare statistics, numerical programming and research reasoning alongside Python or C++. Be ready to test a hypothesis, explain model errors and discuss how a model would behave in live trading.

Quant Blueprint’s preparation advice; confirm the employer’s requirements in the original posting.

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