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, Boston, and Austin.
Akuna Boston opened in the Fall of 2015. The team is comprised of a small group of Quant Developers and Researchers who are focused on building a world-class data and research platform.
The team also collaborates with other Quant and Trading groups on projects that encompass data collection, statistical analysis, and strategy optimization.
What you’ll do as a Quantitative Development Intern on the Quant Trading & Research team at Akuna :
Akuna’s Quantitative Trading and Research team is looking to add Quantitative Development Interns to a team of mathematicians, statisticians and technologists for our 10-week internship Akunacademy in our Boston office from June to August 2023.
Our team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets.
The team is looking to add Quantitative Development Interns 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 this role you will :
- Design and develop production code of trading strategies : pricing models, execution logic and performance optimization along with researchers, traders and system engineers
- Create innovative methods for extracting trading signals from complex market data
- Advance existing codebase and propose new solutions and improvements
Requirements :
- Pursuing a BS / MS / PhD in a technical field Engineering, Computer Science, Math, Physics (or related subject)
- Strong Python programming background
- Experience in object-oriented programming
- Exposure to linear algebra and introductory statistics
- Desire and ability to learn the intricacies of financial markets
- Legal authorization to work in the U.S. is required on the first day of employment including F-1 students using CPT, OPT or STEM
- Must graduate by August 2024
Qualities that make great candidates :
- Experience with generic and / or parallel programming
- Deeper understanding of any of the following fields : Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, Heterogeneous / High Performance computing
- Exposure to financial markets and trading
Candidates must be located near Boston, MA.
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