Quantitative Researcher Intern

About The Role You'll learn the scientific craft behind systematic trading, working with senior researchers to take ideas from hypothesis through rigorous backtesting to production — mining large-scale market data for predictive signals and structural inefficiencies. About The Internship Duration: 3–6 months (flexible start; full-time preferred)Location: Remote, or our Singapore or New York officeWho it's for: Students and early-career researchers with a strong quantitative background and a scientific mindset. What You'll Do Research and backtest trading signals using statistical and machine-learning techniques.Clean, transform, and analyse large market datasets to surface predictive features.Investigate market microstructure and exchange dynamics with rigour and honesty.Contribute to portfolio construction and execution research aimed at better risk-adjusted returns.Document findings clearly and present them to traders and fellow researchers.Pair with developers and traders to deploy validated research into live systems. What You Bring Pursuing or recently completed a degree in a quantitative field (Mathematics, Physics, Statistics, Computer Science, or related).Solid programming skills in Python (PyTorch, TensorFlow, or scikit-learn a plus).A strong grasp of probability, statistics, and time-series analysis.Creativity, scientific rigour, and comfort with ambiguity and large datasets.Self-direction and a genuine enthusiasm for research.Fluency in English is required. What You'll Get Access to proprietary datasets and strong computing infrastructure.Mentorship from researchers with deep experience in quantitative finance.Competitive, performance-linked compensation.A collaborative research culture built on innovation and intellectual honesty.A clear path to a full-time role for strong performers.Flexibility to work remotely or from our Singapore or New York office.