Quant Trading Intern

Fasanara is a $6.5 billion investment group with a team of more than 130 professionals, built around the conviction that technology and data, applied rigorously, produce a structural edge in financial markets. Fasanara Digital is our dedicated digital-asset investment team, applying the same scientific, technology-led discipline to crypto markets that Fasanara has applied across private credit and fintech. The team operates a proprietary, globally distributed trading platform, capturing opportunities across more than fifteen digital-asset venues on a twenty-four-hour basis, and manages a portfolio of fully delta-neutral strategies engineered for consistent, risk-adjusted returns independent of market direction. Technology is not a support function at Fasanara Digital; it is the mechanism through which the strategy is expressed. Our execution systems, research infrastructure, and risk tooling are designed and maintained in-house, by the same people who trade on them, and every member of the desk is expected to engage directly with that stack. We are opening a small, off-cycle internship cohort — two positions, available for immediate start for candidates who combine outstanding quantitative reasoning with strong software engineering ability. This is not a scheduled seasonal program; we are hiring now, for candidates who can begin now. THE ROLE: Interns are integrated directly into the desk and are held to the same standard of rigor as full-time staff, within a scope appropriate to an internship. Each intern is paired with a trader or researcher for the duration of the placement and is given ownership of a genuine research question tied to a live strategy — not an isolated academic exercise. Work progresses through the full lifecycle we use internally: hypothesis, data analysis, backtesting under realistic constraints, peer review, and, where the result warrants it, a path toward production. KEY RESPONSIBILITIES Analyse live and historical market data — order books, funding rates, basis, venue fee schedules — to identify and validate a specific trading edge or structural inefficiency. Design and backtest models or signals under realistic constraints, including execution cost, latency, fee tier, and capital usage. Work alongside a quantitative trader on an active cross-exchange arbitrage or basis strategy, from initial hypothesis through, where warranted, live sizing. Contribute production-quality tooling to the desk’s research and monitoring infrastructure. Present findings to the team in writing and in person, and defend the methodology and conclusions under scrutiny. We hire principally for quantitative reasoning and technical ability; no prior experience in finance or digital assets is required or expected. Currently completing, or recently completed, a bachelor’s or master’s degree in a highly quantitative discipline — mathematics, physics, computer science, engineering, statistics, or a related field. Demonstrated excellence in programming, with proficiency in Python; working knowledge of SQL is an advantage. Clear evidence of quantitative depth: competition mathematics, a strong academic record, research experience, or substantive independent projects. Sound judgement under ambiguity, and the discipline to revise a position quickly when the data warrants it. Excellent written and verbal communication skills, with the ability to present a technical argument clearly to a non-specialist audience. Available to start immediately. This is an off-cycle intake with no fixed future start date. Interns work from the same desk, on the same systems, as the full-time team, with a dedicated trader or researcher as mentor for the duration of the placement, and full access to the same fifteen-plus live venues and twenty-four-hour global trading platform the desk operates on.