Quantitative Research Internship - PhD: Summer 2027 (Machine Learning)

Location: Hong Kong, Hong Kong; U.S.-based internship with full-time placement in the Hong Kong office upon graduation

Company

A global quantitative trading firm using scientific research, machine learning, and advanced technology to develop systematic trading strategies.

What you will do

• Apply probability theory, statistical analysis, and machine learning to predict market behavior and generate alpha.
• Create trading strategies and test modelling ideas under simulated competition.
• Backtest strategies against historical market data and refine the results.
• Explore different areas of quantitative research and the firm's business.
• Participate in structured education and receive mentorship from experienced quantitative professionals.
• Collaborate with researchers, engineers, traders, and other business groups.

Requirements

• PhD candidate in the penultimate or final year in mathematics, physics, statistics, electrical engineering, computer science, operations research, economics, or another quantitative field.
• Strong analytical, logical reasoning, and problem-solving skills.
• Experience processing and analyzing large datasets with Python.
• Clear communication skills and ability to work in a fast-paced, collaborative environment.
• Interest in strategic games or competitive activities.
• Self-motivation, adaptability, and willingness to learn quickly.

Nice to have

• Experience with C++ or another low-level programming language.

Culture & Benefits

• Comprehensive quantitative finance education program.
• Personalized mentorship from experienced professionals.
• Open, intellectually driven, and highly collaborative working environment.
• Visa sponsorship is available.