Algorithm Development (Quant Research & Trading) Internship - Summer 2027

Hudson River Trading is recruiting for Algorithm Development (Quant Research & Trading) Internship - Summer 2027 in London, United Kingdom; New York, NY, United States; Singapore. This listing was last seen on the firm's own job board on August 22, 2026.

An engineering firm that trades, where algorithm quality decides the outcome of every round.

What sets Hudson River Trading apart: Algorithms weighted above finance in every track. No trading experience expected or rewarded. Interviews are unusually transparent about what is being scored.

Related preparation: Quantitative Researcher (QR) Career Roadmap, Machine Learning Quant Career Roadmap, Quant Strategist (Desk Quant) Career Roadmap, Quant Data Scientist (Alternative Data) Roadmap, Quant Research Ops (MLOps) Roadmap and Financial Data Scientist Career Roadmap.

The role, as Hudson River Trading describes it, published on July 13, 2026 and reproduced from their job board:

We do not allow multiple applications. Please apply to the ONE role you are most interested in and we will consider you for all open positions when reviewing your application.

Hudson River Trading (HRT) is seeking exceptional full-time students to join our Algorithm Development Summer Internship Program. Algorithm Developers at HRT focus on the research and implementation of automated trading strategies. As an intern, you will have the opportunity to rotate between our high- and mid-frequency trading teams, as well as our machine learning teams. In close collaboration with full-time mentors, you will apply sophisticated quantitative modeling techniques to understand and predict market behavior and write software to improve our trading strategies.

Ideal candidates are quantitatively-driven and practically-minded programmers, scientists, and mathematicians who are excited to solve the most challenging problems in our field.

What to Expect

Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis

Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets

Work on impactful projects in close collaboration with experienced researchers, traders, and developers

Utilize our world-class compute cluster to run simulations and crunch data

Build predictive models for financial markets using a combination of market and non-market data

Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy

Enjoy a curriculum of speakers, trading games, mentorships, and social events throughout the summer