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Quantitative Analyst Intern - New York – Summer 2025

  • Internship
    Summer Internship
  • Banking & Finance
  • New York City

AI generated summary

  • You must have strong academic background in math, stats, physics, or engineering. Proficiency in Python and data manipulation, along with problem solving skills and probability knowledge, are essential. Previous finance experience not required. Apply if you're in your final year of study.
  • You'll work on statistical modeling techniques and software development to analyze financial data with a dedicated mentor at a quantitative research group.


  • We seek individuals with impressive records of academic achievement, including advanced coursework in fields such as math, statistics, physics, engineering, computer science, or other technical and quantitative programs.
  • Interest or experience working in a data-driven research environment, including manipulation of data using high-level programming languages such as Python, is preferred.
  • An exceptional aptitude for abstract reasoning, problem solving, and quantitative thinking, in addition to prior probability and statistics knowledge, is a plus.
  • We welcome applicants currently enrolled in a four-year undergraduate program or graduate degree program across all fields of study. No previous finance experience is necessary, though candidates should have an interest in learning about quantitative finance. Students who apply to this internship are usually approaching their final year of full-time study.


  • You’ll spend the summer working on a research project that typically involves exploring a variety of statistical modeling techniques and writing software to analyze financial data. You’ll have a dedicated mentor in one of our quantitative research groups.

Founded Year

Mission & Purpose

The D. E. Shaw group is trusted by investors across the world to manage their assets by seeking the optimal balance of risk and reward. While we’re known as a pioneer in quantitative investing, we also have considerable expertise in areas that involve fundamental analysis or portfolio manager discretion. We use a combination of quantitative and qualitative tools to uncover independent, hard-to-find sources of return across global public and private markets. Founded in 1988 over a small bookstore in downtown New York City, the D. E. Shaw group began with six employees and $28 million in capital and quickly became a pioneer in computational finance. In the early days of exposed pipes and extension cords, tripping on a cable could take out our whole trading system. Today, the firm has more than 2,000 people around the globe and an institutional-grade (and trip-proof) infrastructure, but we still value creativity, entrepreneurship, and the spirit of discovery.