About Caxton Associates:

Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.

About the Summer Internship Programme:

Caxton Associates' 10-week Summer Internship Programme offers a comprehensive immersion experience in the world of hedge funds together with an assignment to a team. Our internship provides valuable exposure within a collaborative team structure, an insight into responsibilities, functions, and cultural dynamics of our firm.

Our programme kicks off with “Fundamental’s Week” - a holistic perspective on the hedge fund industry offering insights into our business functions and asset classes. Our programme includes practical exposure beyond the office environment where you will have the opportunity in participating in relevant offsite networking events and volunteering activities. 

Throughout your internship, you will receive dedicated support from peers and mentors who will assist you in navigating the programme, share valuable insights from their own career journeys, and help you pave the way for your future success.

As an intern at Caxton, you will have the opportunity to immerse yourself in one of the following business functions:

• Business Administration and Management (“BAM”)
• Quantitative Analytics Group (“QAG”)
• Quantitative Development and Data (“QDD”)
• Technology
• Legal
• Finance (Product Control)

Duration of Programme: 10 weeks 
Location: London (on-site)

How to Apply:
Please submit your application online on our Careers page. We encourage candidates to express their interests and motivations for their chosen area.

Application deadline: 31 January 2026.

About the Quantitative Development and Data (“QDD”) Team:

QDD is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

The team has presence in both London and New York. They work closely with the Quantitative Analytics Group (QAG) as well as Trading Staff.

Responsibilities:

• Assist in the upgrade of Caxton’s data libraries used by front office staff.
• Engage in other ad-hoc projects related to quantitative development and data analysis as required by the team.