- 経験
- Up to 1 yrs
- 給料
- —
- 求人情報
- 1
- 投稿済み
- 1時間前
- Work mode
- 在任中
- 教育
- B.Tech
- Eligibility
- Fresh graduates or final-year students from the 2025 or 2026 graduating class who studied Computer Science, Mathematics, Statistics, Physics, or Financial Engineering and can work in English and Chinese.
- Resume
- Required to apply
Where you'll work
仕事内容
Role overview
This position is with a growing quantitative fund in Singapore that already has live strategies in production and is steadily increasing assets under management. The team is looking to expand with a fresh graduate who is excited about quantitative finance, comfortable in a demanding environment, and eager to learn directly from portfolio managers and senior engineers.
What the role involves
- Building and supporting trading systems, trading operations workflows, alpha factor research, portfolio optimization tools, and backtesting frameworks.
- Working with Level 1 and Level 2 tick data, fundamental datasets, and alternative data sources.
- Helping with live strategy changes and ongoing risk monitoring.
- Developing production-ready software in Python and C++.
Learning path
The role is expected to progress quickly: during the first 1 to 3 months, you will learn the trading environment through hands-on work with PMs and senior developers while assisting with system operations and development, alongside daily quant paper reading and coding tasks. From month 3 to 6, you will move into live strategy support and begin taking on real performance pressure while contributing code and strategy ideas. After 6 months, you may take ownership of a small strategy area or system component independently.
Who should apply
- Final-year students from the 2025 or 2026 graduating class with a background in Computer Science, Mathematics, Statistics, Physics, or Financial Engineering from a top university.
- Candidates with strong Python skills, especially using NumPy and pandas, or solid C++ skills.
- Applicants who can communicate in both English and Chinese to work smoothly with teams across Asia-Pacific and North America.
- Prior internship exposure at quant hedge funds, mutual fund quant teams, prop trading desks, or international hedge funds is a strong advantage.
- Achievements in Kaggle, CMIMC, mathematical modeling, NOI, or ICPC are also highly valued.
Additional notes
The environment is described as fast-moving and high intensity, with frequent feedback and significant growth potential for candidates who enjoy quantitative problem-solving and can adapt quickly. The team values people who are genuinely motivated by quant finance, comfortable working with multicultural colleagues, and able to learn rapidly under close mentorship.