Systematic Algorithmic Trading Internship

The company

Caissa Capital is a proprietary algorithmic trading company specialising in systematic, volatility-targeting strategies. The algorithms are designed for US-listed equities and futures. The fund actively rebalances its positions daily across a diverse set of financial instruments.

Founded in 2026, Caissa Capital is the new kid in town. Prior to launching Caissa, the founder studied at Imperial College London and was employee #2 at Wintermute, helping to take it from a technological start-up to one of the most successful digital assets HFT firms. The founder is now keen to replicate this success and turn Caissa into a global firm challenging the likes of AQR and Man Group. Culturally, Caissa is at the intersection of entrepreneurial spirit, academic rigour, and the technology standards met at HFT firms.

Why this is a great start to your professional trading career

Working on a day-to-day basis with the founder, you will gain a fast-track insight into building systematic trading solutions from start to finish, as well as the opportunity to learn more about the inner workings of financial markets. Unconstrained by corporate bureaucracy and legacy systems, you will have more flexibility to use the latest, state-of-the-art tooling (AI) to help get tasks done, allowing you to focus more on system design and overarching trading ideas. This role is perfect for those who want to maximise their ownership, learn quickly on the job, and get their hands dirty to solve problems directly impacting the company’s PnL.

What you will do day-to-day

From day one, you will be thrown into the deep end, requiring strong adaptability to either troubleshoot or solve complex problems.

Examples include:

- Fixing data collection or searching for the root causes of why a specific instrument does not adhere to the same data manipulation processes.

- Building out tools to compare real-time trades to backtesting outcomes and suggesting ways to improve execution algorithms.

- Implementing trading logic across the hot path to customise/improve execution for specific financial instruments (futures roll logic, high volatility assets) whilst fully unit testing every edge case.

- Working on backtesting infrastructure to scale the platform to handle a wider variety of trading strategies requiring their own custom-built solutions.

- Highlighting and rewriting code that over time might have become unmaintainable or clunky.

- Working on market data adapters to work around rate-limit constraints or other API constraints.

This is a 3-month, 100% on-site internship located in Zug, designed for individuals who want to get things done.

Who we are looking for:

- Educational Background: Studying a STEM subject or graduated from a STEM field at ETH Zurich (e.g., Computer Science, Mathematics, Physics, Chemistry, Engineering, or a related discipline).

- Coding Experience: Strong coding skills, with the minimum requirement being an understanding of and experience in object-oriented programming. Python is preferred, but a strong programmer will quickly grasp a new language. This will be tested.

- Mindset & Adaptability: Self-starters who prioritize getting things done. This is not a pure research, pure trading, or pure specialist role. By completing day-to-day tasks, you will quickly become familiar with the entire end-to-end mechanics of an algorithmic trading setup.

- Quantitative Skills: Analytical rigor, impressive critical thinking, and strong quantitative skills. This will be tested.

- Extracurricular Achievements: Demonstration of completed projects outside of your university curriculum. GitHub links are highly regarded, as is participation in trading or coding competitions, STEM research experience, internships that included a coding component, or Olympiad participation.

- Language Skills: Excellent English skills.

- Experience: Prior experience within the industry is not required.

If you are interested in this role, please send your CV along with any relevant GitHub links to kamil.kurdziel@caissacapital.org. Interviews together with written tests will take place between June 17th and June 23rd. We can accommodate weekend interviews if necessary. The starting date is July 1st, 2026. This is a paid internship; the salary will be disclosed following the initial screening.