2026 Internship/Graduate - Quantitative Trading

Programme duration: 6 months, starting in 2026. 

Who qualifies: Final year students who have completed a Bachelor's or a Master's degree.  

  

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.   

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. We thrive at the intersection of cutting-edge technology, smart automation, and scalable processes, enabling us to move fast, think big, and deliver at scale.    

We are committed to identifying and developing exceptional talent, and are inviting a new cohort of outstanding individuals to join us in the year ahead. Our internship offers a stimulating, intellectually rigorous, and high-performance environment, where collaboration is key to success. You will work alongside and be mentored by industry-leading professionals, gaining invaluable experience and positioning yourself for the opportunity to secure a full-time graduate role upon successful completion of the program.  

  

 Your future role at QRT    

• Take ownership of the maintenance and reliability of live trading systems, ensuring robustness, stability, and real-time monitoring. 

• Develop and maintain production-ready Python systems supporting trading, risk, analytics, and reporting, with a focus on writing clean and scalable code that enables fast iteration in live environments. 

• Build, improve, and automate performance and risk reporting frameworks, with strict attention to data integrity and accuracy. 

• Monitor live strategies and exposures intraday, proactively identifying anomalies or inconsistencies. 

• Contribute to research implementation and backtesting pipelines with high coding standards. 

• Operate across multiple tasks, prioritising effectively in a fast-paced trading environment without compromising accuracy or attention to detail. 

 

Your present skillset    

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering    

• Advanced coding skills required in Python, and an ability to write clean, modular, efficient, and production-ready code. 

• Strong understanding of software engineering best practices: version control (Git), testing, debugging and logging. 

• Proven ability to multitask under pressure in a real-time trading environment. 

• Exceptional attention to detail and strong operational discipline. 

• Fluent in English, any other language is a plus 

• Prior experience supporting automated trading systems and/or exposure to derivatives, macro or rates market is a plus. 

 

Interviewing:    

• Apply online: applications are evaluated on a rolling basis by a member of our Talent Acquisition team. This is a great opportunity to stand out, as we read every application carefully and look for specific, thoughtful answers that reflect your genuine interests.  

• Interviews conducted on-site or through Teams allow us to evaluate your technical abilities and how well you align with our company culture.    

    

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance