Quantitative Development & Strategy Intern, Summer 2027

Akuna Capital is recruiting for Quantitative Development & Strategy Intern, Summer 2027 in Chicago, IL. This listing was last seen on the firm's own job board on August 22, 2026.

Options market making with the most approachable graduate process among the Chicago firms.

What sets Akuna Capital apart: Lower resume bar than peer firms, with more weight on the assessment. Options and volatility questions from the first round. Junior trader training programme that assumes no prior finance.

Related preparation: Quantitative Developer (QD) Career Roadmap, Quant Infrastructure Engineer Roadmap, Quantitative Data Engineer Career Roadmap and Algorithmic Trading Developer Career Roadmap.

The role, as Akuna Capital describes it, published on July 13, 2026 and reproduced from their job board:

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies and mathematical models.

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore.

What you’ll do as a Quantitative Development & Quantitative Strategy Intern at Akuna:

Akuna’s Quant team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets. The team is looking to add both Quant Development & Quant Strategy Interns to our team for our 10-week Akunacademy internship program who will make a direct and measurable impact on our trading decisions and performance.

The successful candidate will have a strong programming background, familiarity with mathematical techniques and the fluency to leverage both skills to produce trading solutions and high-performance production code. In these roles you will:

Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers

Analyze and incorporate market signals in our trading systems

Advance existing codebase and propose new solutions and improvements

Requirements for these roles:

Pursuing a bachelors, masters, or PhD in a technical field – Engineering, Computer Science, Math, Physics (or related subject)