About VNTrading

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VNTrading is a quantitative trading firm that leverages algorithms and low-latency technologies to provide liquidity in financial markets. We trade proprietary capital and rely entirely on our engineering and research to generate consistent returns.

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If you're excited about uncovering patterns in data, building models that respond to real market dynamics, and seeing your research translate into trading strategies, you’ll love it here.

 

Overview

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This PhD off-cycle internship (2–4 months, flexible date) offers a unique opportunity to work at the intersection of quantitative research, data science, and software engineering. You will explore high-frequency datasets, uncover predictive patterns, design and validate backtesting frameworks, and help deploy trading models into production environments.

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The role is ideal for someone who applies a scientific mindset to solving real-world problems, thrives in a fast-paced, data-driven setting, and wants their research to have a tangible impact on trading performance.

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As part of the Quantitative Research Team, you’ll harness advanced data analytics, mathematical modeling, and critical thinking to generate actionable insights and enhance our trading algorithms. Your work will directly contribute to profitability and shape the future direction of our trading strategies.
 

Why Us

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• We have proven that we can successfully navigate both up and down markets. Our existence does not hinge on seed rounds. All the salaries, bonuses, and hiring come from trading income.

• Our ambitions are sky-high but calculated. Our goal is to become one of the great trading firms on this continent, and we fully recognize the magnitude of that challenge.

• We can offer a near-perfect package: strong compensation, a fascinating business domain, and an almost unlimited supply of deep and exotic technical challenges.

• Trading has a reputation for long hours and stress — we do not believe that overworked or burned-out people can give us any edge. While we expect a very significant contribution from everyone, work–life balance matters to us as well.

• Small but important perks — parking, health insurance, high-end equipment, tooling of your choice, and more.
   

Your Future Colleagues

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You’ll work alongside people with diverse backgrounds and paths.

Some bring strong academic credentials - graduates of Cambridge and Oxford, medalists and participants in international mathematics and informatics Olympiads, and PhDs.
Others built exceptional expertise through hands-on experience, deep curiosity, and a genuine passion for software development.

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What unites everyone is a passion for solving hard problems.

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How You Will Make an Impact​

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• Collaborate with a team of researchers to explore data from different exchanges, identifying patterns and formulating hypotheses for new trading strategies.

• Design, implement, and evaluate quantitative models using Python or other preferred tools, applying statistical methods and probabilistic reasoning.

• Work in a team or independently on various research topics, engaging in daily discussions to challenge and refine ideas.

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What You Bring to the Team

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• Ongoing PhD in statistics / mathematics / physics / chemistry or other

• Proficiency in at least one of the following: Python/C#/C++/RUST

• Strong background in mathematics, statistics and probability

• Analytical mindset with the ability to interpret market data and performance metrics

• A proactive mindset with a willingness to take ownership

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Preferred Qualifications

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• Experience building data models or backtesting infrastructure

• Knowledge of financial markets and trading concepts

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What We Offer

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• Base salary: €5,000 gross per month

• Private health insurance 

• Support from mentors who want to see you succeed

• Real ownership and real impact from day one

• A friendly, collaborative culture where good ideas can come from anyone