Internship

ATZ Trading

Jun 2026 – Sep 2026

I interned on a high-frequency trading team and worked through several strategy ideas while learning Node.js and Rust. I started by optimizing a cross-venue arbitrage strategy with Optuna, then worked on news headline classification with cross-encoder embedding models, and finished with lead–lag arbitrage built on Hawkes process event modeling.

• Optimized a cross-venue arbitrage strategy with Optuna.
• Built a news headline classifier using cross-encoder embedding models.
• Worked on lead–lag arbitrage with Hawkes process event modeling; strategy code in Node.js and Rust.

It was my first time working close to the market at high frequency, where execution speed and event timing matter as much as the signal itself. I picked up Node.js and Rust on the job and learned to test a strategy idea quickly before building it out.