Trading Research Intern

Company overview

Limex is a financial technology company started by former Wall Street quantitative researchers. Its mission is to narrow the gap between the tools used by large institutions and those available to everyday traders. Through an AI-driven platform, the company provides algorithmic traders, quantitative researchers, and advanced retail investors with institutional-style trading capabilities that were previously limited to major financial firms. The environment is centered on innovation, data-backed decisions, and sophisticated trading research.

Role overview

This is a remote, paid internship for a Trading Research Intern. The position supports the development and analysis of systematic trading strategies. You will assist with tasks such as collecting and preparing market data, running simulations, assessing strategy results, testing ideas, and recording research conclusions.

You will collaborate with experienced quantitative researchers and product team members to convert trading observations into practical guidance. The work may also include reviewing strategy processes, supporting backtesting activities, tracking strategy behavior, and identifying promising data sources or market indicators.

In addition, you may help prepare internal research notes, presentations, and other knowledge-sharing material that inform future trading and product decisions.

Responsibilities

• Contribute to research on systematic and AI-supported trading strategies.
• Collect, clean, and examine financial market datasets.
• Assist in testing trading ideas and measuring strategy outcomes.
• Support simulations, backtests, and research documentation.
• Convert quantitative results into understandable insights for the team.
• Review trading processes and propose ways to improve them.
• Help create internal reports, presentations, and research resources.

Qualifications

• Strong analytical ability and a solid quantitative mindset.
• Foundational knowledge of probability, statistics, or time-series methods.
• Working familiarity with Python and common data analysis tools.
• Ability to handle market data, including cleaning and exploratory review.
• Good written and spoken communication skills.
• Self-driven, well organized, and comfortable working from a remote setup.
• Currently enrolled in or recently completed a degree in Mathematics, Statistics, Computer Science, Engineering, Finance, Economics, or another quantitative discipline.
• Interest in algorithmic trading, market microstructure, systematic methods, or AI-based trading workflows.

Preferred background

• Previous exposure to trading, investment research, or quantitative finance.
• Basic experience with backtesting, simulations, or trading platforms.
• Familiarity with Git or general software development practices.
• Understanding of risk management, position sizing, or portfolio construction.

Additional information

This internship is remote and part-time. The posting indicates that it is paid, but no specific stipend amount, currency, or pay period is provided. No vacancy count, start date, or internship duration is specified.