About Artellium

Artellium is a technology firm committed to discovering alpha in the world's data. We use the latest advances in machine learning and quantitative finance to create value for investors. Our proprietary technology stack is developed in-house. It generates statistical assessments for thousands of securities — continuously throughout the day and for different frequencies. By building well diversified, market-neutral portfolios based on these forecasts, we aim to generate uncorrelated and high-quality return streams for our clients.

What You’ll Do

Ready to apply your software development skills to AI-powered data platforms and discover hidden structure in financial market data? As an intern, you’ll partner with our developers and researchers to build algorithms, develop quantitative models and analyze large-scale datasets – gaining deep exposure to financial markets and real-world production systems along the way.

Your responsibilities will include:

Programming and automation. Work on the development of quantitative algorithms, process automation and code optimization to improve efficiency.
Software development. Support in building, testing and integrating production-grade software, including database systems for managing financial data.
Development and backtesting of trading strategies. Assist in testing, refining, and improving algorithms using statistical methods and machine learning.
Data analysis and preparation. Collect, clean and visualize market data and perform evaluations to support algorithmic improvements and market insights.
Market research. Monitor market trends and contribute to risk analyses and portfolio optimizations.

What We’re Looking For

We’re seeking highly motivated students who are:

Enrolled in computer science, data science, mathematics, physics or a related technical field.
Demonstrating a high level of academic achievement, particularly in technical coursework.
Passionate about building high-performance software systems and tackling data-driven challenges.

You should have: