AI Engineer - 2025 Summer Internship

About the Role

We are seeking an exceptionally talented individual to join AlphaQuest for a ten to twelve week internship. You will contribute to the advancement of AI/LLM usage across the firm.

Sample Use Cases:

• Building an internal chat bot for investor relations team to help respond to investor inquiries
• Analyze news data to determine ability of a news article to predict future realized volatility
• Evaluate regulatory changes and assess potential impact on firm operations
• Identify anomalies in trading and transaction data and flagging for further investigation
• Streamline market data analysis to produce actionable insights

Experience and Skills:

• Currently pursuing a Bachelor’s or advanced degree in Computer Science or Data Science. Educational experience with Artificial Intelligence or a related field a plus
• Programmatic experience with a large LLM model with API Access
• Experience with open source AI models such as Hugging Face
• Demonstration of strong interest in the AI space through previous internships, part time jobs and/or classes
• Strong analytical and problem-solving skills, with the ability to work with large datasets and complex algorithms
• Be an upstream thinker, proactive problem preventer and creative solution-oriented multi-tasker
• Thrive in a fast-paced environment
• Ability to develop strong relationships, being always reliable and communicative to all parties
• Demonstrate poise under pressure with impeccable attention to detail

The hourly range for this role is expected to be between $60/hour and $75/hour. Actual compensation for the successful candidate will vary within the range above depending on factors such as qualifications, education, and skills.

By submitting the application, you are consenting to AlphaQuest using your mobile phone number for SMS messaging. 

About the Firm

AlphaQuest is a research-driven, alternative asset management firm headquartered in New York City with $2.3 billion in assets under management, focused on delivering truly uncorrelated investment strategies at the intersection of mathematics, data science and investing. Founded in 2001 by chief investment officer Nigol Koulajian, the firm manages assets on behalf of some of the world’s largest institutional investors. Through our collaborative approach to research, our team combines our values – intellectual humility, transparent collaboration, rapid prototyping and knowledge continuity – to improve our understanding of Alpha and tail risk, in an effort to develop quantitative investment strategies that benefit from short-term expansions in volatility and crowding, as well as longer-term shifts in the market regime. We continue to research and further broaden the application of our 25+ years of experience in measuring and capturing breakouts and breakdowns across global markets – to other asset classes, factors, investment strategies, and time frames. This includes novel ways to source convexity within futures and FX, individual equities, alternative markets, and other well-established systematic investment strategies. This research evolution has taken place while remaining faithful to one of our founding principles of delivering strong absolute returns that exhibit positive skew (right-tails).