2027 Quantitative Research Intern (DV Equities)

Location: Hong Kong

Company

hirify.global is a proprietary trading firm using its own capital, trading strategies, and risk management methodologies to provide liquidity to global financial markets.

What you will do

• Analyze market data to identify patterns, inefficiencies, and predictive signals across multiple time horizons.
• Build and backtest quantitative models in simulation environments using historical market data.
• Apply statistical and machine learning methods, including tree-based models, to improve signal quality.
• Collaborate with traders and senior researchers to turn research findings into robust trading strategies.
• Contribute to data pipelines for large-scale, high-frequency, and time-series market data.
• Iterate on research prototypes based on backtest results and expert feedback.

Requirements

• Currently pursuing a Bachelor's, Master's, or PhD in mathematics, statistics, computer science, physics, engineering, financial engineering, or a related quantitative field.
• Expected graduation in 2027 or 2028.
• Strong proficiency in Python and standard data science libraries such as pandas and NumPy.
• Solid foundation in statistics and quantitative analysis, with an interest in financial markets and market microstructure.
• Strong problem-solving, communication, collaboration, and learning skills.
• Experience in high-frequency research or longer-term signal generation is advantageous.

Culture & Benefits

• Work closely with senior researchers and traders on research that informs live trading decisions.
• Receive guidance and mentorship from experienced quantitative professionals.
• Gain direct exposure to quantitative research within a proprietary trading environment.
• Collaborate in a fast-paced team spanning North America, Europe, and Asia.