Description
ABC Arbitrage is hiring a Quantitative Research Intern to study adaptive quantitative models applied to commodity futures, including dynamic model calibration, seasonal curve adjustment, and signal search across maturities. The intern will use real data to develop statistically robust methods validated out of sample, working within the Quantitative Trading & Research department in Paris. The internship is based in the Opéra-Bourse district, available March/May 2027, lasts six months, and includes a stipend, meal vouchers, and partial transportation reimbursement.
