Jain Global
Quantitative Research Intern – Equity Arbitrage
New York, New York · Intern · Internship
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About the role
- Quantitative Research Intern - Equity Arbitrage
- Jain Global is an innovative multi-strategy investment firm founded in July 2024 by Bobby Jain with over 400 employees operating from offices in New York, Houston, London, Singapore, and Hong Kong, we are looking to add to our growing teams.
- We are looking for a highly motivated Quantitative Research Intern to join our Equity Arbitrage Equity Derivatives team.
Responsibilities
- Conduct rigorous statistical testing, back testing, and validation of trading signals Collaborate with researchers and developers to enhance model performance and execution efficiency
- As an employer, we believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of Jain Global teams to drive competitive performance.
- As an intern, you will collaborate with portfolio managers and quantitative researchers to develop, test, and refine models that identify pricing inefficiencies across equities and related instruments.
Requirements
- Proficiency in Python (or similar programming language) for data analysis and modeling
- Ability to work with large datasets and extract meaningful insights
- Excellent communication skills and ability to work in a collaborative environment
- Pursuing a master's or Ph.D. in Mathematics, Statistics, Financial Engineering, or related field
- Strong foundation in probability, statistics, linear algebra, and optimization
- Experience with time series analysis, regression, and machine learning techniques
- Interest in equity markets, arbitrage strategies, and systematic investing
- Strong problem-solving ability and intellectual curiosity
Compensation
- The estimated base salary range for this position is $182,000 for Master's students and $234,000 for Ph.D. students, which is specific to New York and may change in the future.
Benefits
- This role provides an opportunity to work at the intersection of statistical modeling, financial markets, and systematic trading, with a specific focus on equity relative value and arbitrage strategies.
- Analyze large-scale equity and market datasets to identify arbitrage opportunities and inefficiencies
- Develop and implement quantitative models for equity arbitrage strategies (e.g., statistical arbitrage, factor-based relative value, pairs trading)
Company info
- Location: New York, NY Role Overview We are looking for a highly motivated Quantitative Research Intern to join our Equity Arbitrage Equity Derivatives team.
Equal opportunity
- We are an Equal Opportunity Employer
This listing is sourced directly from Jain Global's careers page and normalized into a canonical job model.