2027 Markets Quantitative Trading & Research Associate Program – Off-Cycle Internship - Singapore

About the role

This 3–6-month Singapore internship places Ph.D. candidates in Quantitative Trading & Research, developing mathematical models, quantitative tools, and trading analytics. Projects span derivatives pricing, risk management, electronic execution, systematic trading, and portfolio optimization, with mentorship and speaker sessions. Successful participants may receive full-time employment offers.

Responsibilities

• Develop mathematical models for derivatives pricing, hedging, risk measurement, algorithmic strategies, and inventory management.
• Partner with traders, marketers, and risk managers across products and regions on valuation, innovation, and client activities.
• Analyze model behavior, portfolio risks, scenarios, trading ideas, and quantitative tools supporting OTC and electronic trading.
• Assess model limitations and risks, implementing valuation, risk, and trading models in production systems.
• Design numerical algorithms, high-performance computing solutions, and software frameworks for analytics delivery.
• Apply machine learning and advanced analytics to trading, portfolio optimization, client engagement, pricing, and strategy research.

Program Details

• Duration: 3–6 months.
• Development includes hands-on projects, mentorship, and a speaker series.
• Applications are reviewed on a rolling basis and may close when positions are filled.
• Successful participants may receive full-time employment offers based on individual achievements.

Requirements

• Expected graduation after December 2027.
• Currently pursuing a Ph.D. in mathematics, physics, engineering, computer science, machine learning, statistics, or another quantitative field.
• Proficiency in at least one programming language, such as Python, Java, JavaScript, C++, or C#.
• Strong quantitative, problem-solving, research, communication, and technical documentation skills.
• Ability to explain technical concepts to non-technical audiences.

Preferred Qualifications

• Knowledge of probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, machine learning, statistics, or econometrics.
• Understanding of options pricing theory, trading algorithms, or financial regulations.
• Candidates requiring visa sponsorship may apply.