2027 Summer Internship Program – Trading, Singapore

About the role

This Singapore summer internship applies quantitative, machine-learning, and coding skills to real-world global macro trading. Interns work with front-office teams on data pipelines, models, trading signals, AI-enabled tools, and analytics used by portfolio managers, quants, and risk teams. The programme includes training and may lead to the 2028 Graduate Program.

Responsibilities

• Build data pipelines, models, and trading signals to support portfolio manager decision-making.
• Integrate AI into analytical systems and develop tools using LLMs and agent workflows.
• Contribute to analytics libraries used by quants and portfolio managers for research, trading, and risk management.

Training and Experience

• Complete one week of training covering financial markets, macroeconomics, trading strategies, risk management, Excel, Python, AI, and LLMs.
• Gain exposure to a multi-strategy hedge fund and its regulatory environment.
• Participate in talks, mentoring, social events, and interactions with experienced professionals.

Requirements

• Be a penultimate-year undergraduate, first-year master’s, or PhD student at a recognised university.
• Complete and receive the relevant qualification before July 2028.
• Demonstrate strong mathematical, quantitative, problem-solving, and technical skills.
• Show proficiency or experience with Excel, VBA, R, AI, and machine-learning techniques.
• Have an interest in financial markets, trading, and financial products.
• Work independently and collaboratively, with an entrepreneurial spirit and strong English communication skills.

Progression and Application

• Top-performing interns may be considered for the 2028 Graduate Program.
• Longer-term paths may include analyst, quant, and portfolio manager roles.
• Applicants may submit only one Summer Internship Program application globally.