Description
Hilltop Securities is hiring a Quantitative Trading Intern for its Commodities and Structuring group to work on production-grade quantitative models supporting capital markets, commodities, interest rates, foreign exchange, and derivatives trading. The intern will develop deep learning predictive models using PyTorch, conduct original quantitative research, collaborate with a lead strategist, work with large datasets, and present to internal and external stakeholders. The Summer 2027 internship is an in-person program from May 24, 2027 to July 30, 2027, with opportunities in Dallas and other branch locations. Candidates need Python, PyTorch, VS Code, Anaconda, and Excel experience, exposure to neural networks and large language models, and authorization to work in the United States without sponsorship.
