Quantitative Analyst Intern - Digital Assets Market Making (HFT)

📋 Description

• Analyse multi-venue top-of-book and depth data, trades, orders, fills and cancels to study
• Build and validate latency-aware, event-driven backtests with explicit assumptions around
• Measure spread capture, forward markouts, fees and adverse selection, and investigate how execution
• Build reusable Python tools and data pipelines using modern columnar analysis and SQL for strategy
• Study cross-venue price discovery, lead–lag relationships, fair-value construction and
• Support live strategies through PnL, inventory and exposure analysis, post-trade review and

🎯 Requirements

• Quantitative and coding foundations: You are pursuing or recently completed a degree in
• Electronic market structure: You understand limit order books, order types, maker/taker mechanics
• Execution awareness: You can reason about the order lifecycle from signal to acknowledgement and
• Digital asset markets: You understand key differences between spot and perpetual futures, including
• Quantitative reasoning: You are comfortable with probability, statistics, time-series analysis and
• Hands-on curiosity: Ideally, you have built or analysed something yourself—such as an order-book

🎁 Benefits

• A 6 month paid internship at world-renowned digital assets company with accommodation provided for
• The opportunity to learn about digital assets and blockchain from a 30,000 ft view of the entire
• Working from one of Brussels newest, nicest and most advanced office spaces
• A global, collaborative and tech-driven environment.
• Autonomy & Impact - our flat structure means you can contribute your ideas from day one and
• Culture of Excellence - we value nimbleness, drive for success, owner mentality and collaboration.