2027 Markets Quantitative Trading & Research Analyst Program – Off-Cycle Internship - Hong Kong

About the role

This 3–6-month Hong Kong off-cycle internship places quantitative master’s students across derivatives pricing, risk management, electronic execution, and systematic trading analytics. You will build models, quantitative tools, and high-performance software, apply machine learning, collaborate with markets teams, and potentially receive a full-time offer based on performance.

Responsibilities

• Develop mathematical models for derivatives pricing, hedging, risk measurement, algorithmic strategies, and inventory management.
• Support OTC and electronic trading through model analysis, portfolio risk identification, scenario analysis, and quantitative tools.
• Assess model appropriateness and limitations, monitor model risk, and implement models in production systems.
• Design numerical algorithms, high-performance computing solutions, and software frameworks for analytics delivery.
• Apply machine learning and advanced analytics to client engagement, risk management, portfolio optimization, and electronic trading.
• Research trading ideas, medium- to high-frequency strategies, portfolio construction methods, and systematic modelling approaches.

Program Experience

• Work across derivatives pricing, risk management, electronic execution, and systematic, data-driven trading analytics teams.
• Partner with traders, marketers, and risk managers across products and regions.
• Gain exposure to risk modelling and investment banking through hands-on quantitative projects.
• Contribute to revenue opportunities, client outcomes, product innovation, valuation, and cross-asset market understanding.
• Successful participants may receive full-time employment offers based on individual achievements.