Live opening · Posted 23 hours ago

Data Scientist Intern

Vritam · United States (Remote)
Linkedin Yes
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At a glance

The key details from the original listing.

Posted 23 hours ago
CompanyVritam
LocationUnited States (Remote)
Work modeYes
SkillsPython, Pandas
SourceLinkedin
ListedPosted 23 hours ago

About the role

Description supplied by the original job listing.

Data Scientist Intern (Quantitative Research) - Remote
About Vritam
Vritam is an AI lab. Our first project is a fund that uses autonomous AI systems to trade US equities. We build models that read large amounts of market data and act on it. Longer term, we plan to take our research into humanoid robotics.
The Role
You'll work on the core problem of the fund: finding signals that predict stock returns and checking whether they hold up. This is real research on real market data, not a classroom exercise. You'll see your ideas tested against live trading systems.
What You'll Do
- Collect, clean, and join market data, fundamentals, news, and alternative data
- Come up with trading signals and test them with careful exploratory analysis
- Build statistical and machine learning models that predict returns, volatility, or price moves
- Backtest strategies with proper out-of-sample testing, avoiding look-ahead bias, survivorship bias, and overfitting
- Account for real-world costs: slippage, commissions, liquidity, and position sizing
- Share what you find in clear charts and short write-ups, including the ideas that didn't work
- Track how deployed models perform and help work out why live results differ from backtests
What We're Looking For
- Currently pursuing or recently finished a degree in a quantitative field (Computer Science, Statistics, Mathematics, Physics, Engineering, Economics, or similar)
- Strong Python skills with pandas, NumPy, and scikit-learn (or an equivalent)
- A solid grounding in statistics: hypothesis testing, regression, and knowing when a result is noise
- Healthy skepticism: you assume a great backtest is a bug until you've proven otherwise
- Able to work on your own remotely and own a research question from start to finish
- Interest in financial markets
Nice to Have
- Experience with time-series data, financial data APIs, or SQL
- Familiarity with gradient boosting, deep learning, or reinforcement learning
- Past projects in trading, Kaggle competitions, or published research
What You'll Get
- Hands-on experience with quantitative research and production trading systems
- Direct mentorship and feedback on your research
- Flexible hours, fully remote
- A strong reference and concrete project work for your resume
- Academic credit where your school allows it

Work arrangement
Yes

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