Quantitative Researcher Intern, PhD or Postdoc

Location: Singapore, Hong Kong, Shanghai, or Sydney

Company

Quantitative trading firm building electronic trading infrastructure, systematic trading strategies, market data and research systems.

What you will do

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

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, with the ability to manage multiple tasks in a fast-paced environment.
• Interest in financial markets and new technologies.

Nice to have

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

Culture & Benefits

• Competitive compensation package.
• Free breakfast, lunch, and snacks each day.
• Networking and social events.
• Learning opportunities with senior management across the firm.
• Mentorship from alumni and researchers at leading institutions.