Bernstein - Quantitative Research & Trading Intern – Fall 2026

Summary: Societe Generale is a premier global equity research and brokerage firm, and they are seeking a Quantitative Research & Trading Intern for Fall 2026. The intern will work closely with a small, high-impact team to develop quantitative models, analyze market data, and support algorithmic trading strategies. Responsibilities: - Develop and enhance quantitative models for trading and execution - Analyze large-scale market data to extract actionable signals - Support algorithmic trading strategies (alpha, execution, microstructure) - Build tools for data analysis, simulation, and visualization - Collaborate with engineers on system integration (Python / Java / C++) - Debug and improve production trading systems Required Qualifications: - Strong self-drive and ability to work independently - Background in Mathematics, Statistics, Computer Science, or Engineering - Programming experience in at least one of: Python, C++, or Java - Understanding of data structures, algorithms, probability, and statistics - Ability to read and understand complex existing codebases - Be in your penultimate year of study of a bachelor's or master's degree, we will also consider post graduate interns - Be available for full-time or part-time work the fall of 2026 Preferred Qualifications: - Experience with quantitative trading, financial markets, or time series modeling - Familiarity with machine learning techniques - Experience with 3D modeling or simulation tools (e.g., Blender), demonstrating spatial reasoning and technical creativity - Exposure to Linux, distributed systems, or cross-language systems (e.g., Java ↔ C++) Required Skills: Quantitative modeling, Trading algorithms, Market data analysis, Python, C++, Java, Data structures, Algorithms, Probability, Statistics, Machine learning, Linux, Distributed systems, Time series modeling, Self-drive Internship Start Date: Start in 2026 Fall