Quantitative Research / Developer - Intern

1 month ago

Hong Kong, Hong KongIntern

Responsibilities

Automate portfolio manager and analyst workflows involving alpha signals, portfolio construction, real-time risk, P&L, scenario analysis, and stress analytics.
Build and extend the proprietary research, portfolio construction, risk management, and AI platforms.
Develop end-to-end products covering data ingestion, backend services, frontend visualization, and workflow tools.
Own the software development lifecycle from requirements gathering and architecture through coding, testing, deployment, and support.
Balance strategic platform initiatives with fast tactical requests and deliver incremental value in a trading environment.
Collaborate with technology, trading, quantitative research, and risk stakeholders.

2–3 years of buy-side or sell-side experience as a STRAT, quantitative developer, or forward-deployed engineer.
Understanding of trade-lifecycle and investment-management workflows, with equity-market exposure preferred.
Strong coding ability across data wrangling, REST or GraphQL APIs, Python, and simple JavaScript/React or Dash frontends.
A STEM master’s degree or Ph.D. with strong quantitative and problem-solving skills.
ML or AI experience is preferred.
Clear communication, stakeholder-management ability, and comfort working in a high-tempo environment.
Willingness to be based in Hong Kong.

Minimum six-month internship with potential conversion to a full-time position based on strong performance.
Hong Kong office location with relocation support if needed.
Team-oriented culture with learning, educational, development, and advancement opportunities.

1,001-5,000 employees