Quant Developer Intern - Hong Kong 2027

About the role

This Hong Kong internship supports Marshall Wace’s Quant Implementation team, connecting quantitative research with live systematic trading. Candidates analyse data, validate models, investigate performance gaps and write reliable code for production systems, gaining exposure to portfolio construction, risk, markets and investment workflows.

Responsibilities

• Analyse market and portfolio data to understand signal behaviour, trading outcomes and strategy performance.
• Help validate models and portfolio construction changes before introduction into live trading.
• Investigate differences between research expectations and results, considering data, market, risk and implementation effects.
• Contribute clean, reliable code to systems supporting live systematic strategies.

Example Projects

• Analyse how transaction costs, liquidity and portfolio constraints affect realised strategy performance.
• Build analytics explaining portfolio positioning, risk exposures and recent trading activity.
• Improve portfolio construction processes for new markets, instruments or investment objectives.
• Develop monitoring to identify unusual model or trading behaviour.

What You Will Gain

• Direct exposure to systematic investing and practical decisions behind live portfolios and trades.
• Work alongside quantitative researchers, traders and experienced developers.
• Understand the difference between promising research results and robust, scalable investment processes.
• Receive mentoring, technical guidance and exposure to different strategies, markets and asset classes.
• See your work contribute to real investment workflows during the internship.