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Programme
Internship
Location
Hong Kong
About the role
Hong Kong internship with quantitative research and stratification teams, contributing to predictive signals, algorithmic trading, portfolio construction, risk management, and asset modelling. Interns will research alternative data, develop and validate hypotheses, support platform development, and collaborate with experienced researchers and developers across a quantitative trading business.
Responsibilities
- Design novel predictive signals and identify differentiating insights from fundamental domains and alternative data.
- Develop and enhance algorithms for prediction, trade execution, portfolio construction, risk management, and asset modelling.
- Backtest and validate research hypotheses using real-world datasets and contribute to platform development or alpha research.
- Collaborate with senior researchers and developers to support research projects and learn quantitative stratification practices.
Requirements
- Currently pursuing a BSc, MSc, or PhD in statistics, economics, mathematics, physics, engineering, computer science, or another technical field.
- Ideally have one or two years remaining in your academic programme.
- Demonstrate excellent programming skills in Python, C, C++, Java, SQL, or R.
- Have strong probability and statistics knowledge, including machine learning, forecasting, pattern recognition, NLP, or unstructured data analysis.
- Communicate research ideas clearly and succinctly, with creative problem-solving ability and strong attention to detail.
- Submit a CV or resume in English.
Preferred Qualifications
- Previous financial industry experience is welcomed but not required.
- An advanced degree in a quantitative or technical field is desirable.