Quantitative Researcher Intern

**Location**

Paris / London / Hybrid

**Start Date**

August 2025

**Duration**

6 to 12 months

**Team**

Working with a Quantitative Researcher, the Engineering team, the Business Development team and the CEO.

**Company**

STOIC

**About STOIC**

STOIC is a fintech startup specializing in quantitative research and software development. We focus on the development of systematic trading strategies based on SPXW Zero Days to Expiration (0DTE) options. Our objective is to develop, maintain, optimize, and fully automate these strategies without human intervention, relying solely on algorithms.

We operate at the cutting edge of several domains: quantitative research (market regime modeling, microstructure, execution), data science, cloud infrastructure, and software engineering including UI development. We leverage powerful cloud infrastructure, refined over several years, to support high-performance research and production environments.

**Internship Context**

You will join at a key moment: our 120-strategy macro framework will have completed initial backtests across diverse market regimes. Your role will be to contribute to the refinement and optimization of these strategies, to the evolution of our backtesting engine, and to the implementation of our execution logic—first in simulation, then live.

You will work closely with a Quantitative Researcher, the engineering team in charge of product development, the business development unit and the CEO. You will be exposed to a wide range of topics including mathematical finance, data science, software development, and UI/UX integration.

**Main Responsibilities**
- Analyze, optimize, and validate the performance of 0DTE option strategies.
- Enhance and scale our backtesting engine and simulation infrastructure.
- Contribute to execution algorithm development and microstructure analysis.
- Implement statistical indicators and data-driven metrics (volatility, skew, book imbalance, etc.).
- Automate research workflows and contribute to our analytics dashboards.
- Collaborate on internal tools and interface development as needed.
- Final-year engineering or master’s student with a focus on quantitative finance, applied mathematics, or data science.
- Solid foundations in probability, statistics, and stochastic calculus.
- Strong programming skills in Python and familiarity with data stack tools (Polars, Pandas, Numpy).
- Familiarity with financial markets and options is a strong asset.
- Comfortable working with large datasets and in fast-paced environments.
- Autonomous, rigorous, intellectually curious, and collaborative.

**Internship Conditions**
- Start date: August 2025
- Duration: Minimum 6 months, up to 12 months
- Location: Ideally based in London with 1 week remote / 1 week in-person rhythm; hybrid with Paris possible
- Travel expenses covered by the company
- Working language: French / English
- Compensation: Competitive, based on profile

**Why This Internship is Unique**
- Work at the forefront of quantitative research and systematic trading on 0DTE options.
- Gain exposure to data science, software engineering, UI, and cloud infrastructure.
- Learn directly from experienced researchers and engineers in a highly flexible and dynamic startup.
- Experience a fast-moving, process-light environment with strong team support and entrepreneurial spirit.
- Build skills that are both technically and personally enriching, with high value for future career opportunities.

**Application**

Type d'emploi : Temps plein, Stage
Durée du contrat : 6 mois

Rémunération : 36 000,00€ à 45 000,00€ par an

Avantages:

- Flextime
- Prise en charge du transport quotidien
- Travail à domicile occasionnel

Lieu du poste : Télétravail hybride (75008 Paris)

Date de début prévue : 01/08/2025