at Euronext
OtherPosted 12 days ago
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"Seeking motivated **Quant Research Intern** to support our team. You'll design, implement research projects, analyze large datasets using Python, R, MATLAB, and collaborate with seniors to draw actionable insights. This role requires a **Bachelor's/Master's** degree in math, stats, economics, or related field, plus proficiency in statistical software and programming languages. Familiarity with machine learning and data visualization tools is a plus."
- Compensation
- Not specified
- City
- Not specified
- Country
- France
Currency: Not specified
Full Job Description
We are seeking a highly motivated quantitative research intern to join our team. The ideal candidate will have a strong foundation in quantitative analysis and research methodologies, with an eagerness to apply their skills in a real-world setting.
responsibilities:
- Assist in designing and implementing quantitative research projects.
- Collect, clean and analyse large data sets using statistical software and programming languages such as Python, R or MATLAB.
- Develop and test predictive models and algorithms.
- Collaborate with senior researchers to interpret data and draw actionable insights.
- Prepare reports, presentations and documentation to communicate findings clearly.
- Stay updated with the latest research techniques and industry trends.
qualifications:
- Currently pursuing or recently completed a degree in mathematics, statistics, economics, data science, computer science or a related field.
- Strong analytical and problem-solving skills.
- Proficiency in statistical software and programming languages (Python, R, SAS, MATLAB etc.).
- Solid understanding of statistical methods and quantitative analysis.
- Excellent communication and teamwork abilities.
- Self-motivated with attention to detail.
preferred skills:
- Experience with machine learning techniques.
- Knowledge of financial markets or industry-specific knowledge (optional).
- Familiarity with data visualisation tools such as Tableau or Power BI.




