Quantitative Researcher (Ph.D.) - 2027 Graduate Program - (August Start)
Derivative pricing
The gist
This internship involves developing pricing models for volatility-based derivatives and building research tools in python. It suits students with strong quantitative backgrounds and programming skills in python and c++. The role is based in chicago and offers a competitive salary.
What you would actually do
- Build pricing models for volatility-based derivatives across asset classes
- Code in python for research infrastructure and libraries
- Collaborate with traders to develop market analysis tools
Skills mentioned
How to apply
Internships in the US often collect hundreds of applicants within a day, so applying early matters more than applying perfectly. A half-finished application sent on the first morning beats a polished one sent on the third.
This summary was written by InternDoor from the public posting, and is not the employer's own wording. The linked posting is the source of truth — check it before you apply.
