Quantitative Researcher Intern, PhD or Postdoc

About the role

Quantitative Researcher Intern developing and testing mid- to high-frequency trading algorithms through market-data analysis, market-microstructure research, analytical tools, and exchange simulation. The role is intended for PhD students or postdoctoral researchers in quantitative disciplines and is available in Singapore, Hong Kong, Shanghai, or Sydney.

Responsibilities

• Design, implement, and deploy mid- to high-frequency trading algorithms.
• Analyze market data and market microstructure to identify trading patterns and ideas.
• Create tools for analyzing market data and discovering patterns.
• Contribute to analytical computation libraries supporting market-data analysis and trading.
• Develop, augment, and calibrate exchange simulators.

Must-have Requirements

• PhD or postdoctoral research in mathematics, statistics, computer science, physics, machine learning, or a related field.
• Currently in the penultimate or final year of academic study.
• Proficiency in an object-oriented programming language; C++ and Python are preferred.
• Working knowledge of Linux or Unix.
• Strong problem-solving and communication skills.
• Ability to manage multiple tasks in a fast-paced environment, with interest in financial markets.

Preferred Qualifications

• Previous industry experience.
• Teaching Assistant experience or participation in relevant Olympiads.
• Familiarity with machine learning, data analysis, market research, and data modeling.

Benefits

• Competitive compensation package.
• Free breakfast, lunch, and snacks daily.
• Networking and social events.
• Opportunities to learn from senior management across the firm.
• Mentors from your alma mater and other top institutions.