MG
Programme
Internship
Location
Hong Kong
Duration
6 months
About the role
Join Macquarie's Algorithm Quantitative Strategy team in Hong Kong for a 6-month internship starting September 2026. Gain hands-on experience developing and optimizing algorithmic trading strategies on a live equity trading floor across Asia.
Role Responsibilities
- Develop understanding of equity markets on a live trading floor.
- Participate in research, development, and enhancement of algorithmic trading strategies.
- Engage in full development cycle of electronic trading products.
- Drive projects across product, execution, and technology teams.
- Research market microstructure and develop algo trading models and price signals.
- Monitor and optimize performance via transaction cost analysis and algo wheel configurations.
Candidate Requirements
- Current PhD or Masters student in computer science, financial engineering, mathematics, or related quantitative field.
- Ability to commit to a 6-month internship starting September 2026.
- Strong programming skills in Python and SQL; knowledge of q/KDB or C# is a plus.
- In-depth understanding of statistical models and experience with large datasets.
- Familiarity with market microstructure and trading mechanisms in Asia Pacific.
- Fluency in English with strong communication and commercial mindset.