Summer 2026 Intern - Quantitative Research

SummitTX is seeking exceptional undergraduate candidates for our Summer 2026 Quantitative Research Internship Program. This selective 10-week program provides students with the opportunity to work alongside experienced quantitative researchers and investment professionals at a leading multi-strategy hedge fund. Interns will gain firsthand exposure to the quantitative research process, financial markets, and the development of systematic investment strategies.

• Class of 2028 undergraduates pursuing degrees in Mathematics, Statistics, Computer Science, Engineering, Physics, Economics, Finance or related quantitative disciplines.

• Outstanding academic performance and demonstrated achievement in technical or research-intensive environments.

• Experience in programming languages such as Python or R

• Strong foundation in probability, statistics, and data analysis; exposure to machine learning methods is a plus.

• Highly motivated, intellectually curious, and capable of thriving in a fast-paced, demanding environment.

• Genuine interest in financial markets and in applying quantitative methods to investment research.

Interns will be fully integrated into the Quantitative Research Team, contributing to projects that directly support the firm’s investment strategies. Responsibilities may include:

• Building and analyzing large-scale financial and alternative datasets.

• Designing, testing, and refining systematic trading models.

• Applying advanced statistical and machine learning techniques to identify and validate predictive signals.

• Developing analytical tools and research infrastructure to support portfolio managers and researchers.

• Collaborating with risk management, data engineering, and investment teams to evaluate and optimize model performance.

In addition, interns will participate in firm-wide educational sessions, networking events, and professional development workshops designed to provide a comprehensive understanding of the hedge fund industry.

• Program Dates: Summer 2026 (10 weeks)

• Commitment: Full-time, 40+ hours per week

• Compensation: Competitive, with overtime eligibility for hours worked in excess of 40 per week

• Direct exposure to the investment and research practices of a top-tier hedge fund.

• Mentorship from senior quantitative researchers and portfolio managers.

• Practical experience applying advanced computational and statistical methods to financial markets.

• Firmwide networking and professional development opportunities.

• A highly selective internship that provides a differentiated foundation for future opportunities in quantitative finance.

This program is designed for outstanding students who are eager to apply their quantitative skills in a rigorous investment environment and aspire to pursue a career in quantitative research or systematic investing.