MORGAN FUND PTE. LTD.
Quant Developer (Python)-Intern
Visa Source Listed
📍🇸🇬 Singapore📅9h ago
S$12,000—S$21,600/ year
≈ ₹8L — ₹14L per year
InternshipsMachine LearningFoundationsTeamworkTime Series AnalysisResearch StrategyQuantitative ResearchAlgorithmic TradingBacktestingComputer ScienceQuantitative FinanceImplement Trading StrategyAnalytical and Problem-Solving SkillsPythonMarket Data
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Job Description
We are a leading fintech company focused on developing systematic and quantitative investment strategies for global hedge funds, covering both USD- and RMB-denominated products. We are seeking highly motivated students and fresh graduates who are passionate about quantitative finance, machine learning, and financial markets.
Key Responsibilities
- Assist in developing quantitative models and trading strategies based on large-scale financial datasets.
- Conduct research on machine learning, reinforcement learning, quantitative modeling, and statistical arbitrage strategies.
- Analyze and process market data across multiple asset classes, including futures and U.S. equities.
- Support backtesting, strategy evaluation, and performance optimization.
- Participate in quantitative research and development using Python and/or C++.
- Collaborate with senior researchers and portfolio managers on strategy research projects.
Requirements
- Undergraduate, Master's student in Computer Science, Mathematics, Statistics, Finance, Physics, Engineering, or related quantitative disciplines.
- Strong interest in quantitative finance, algorithmic trading, machine learning, or reinforcement learning.
- Proficient in Python; familiarity with C++ is a plus.
- Solid foundation in mathematics, statistics, data analysis, and programming.
- Strong analytical and problem-solving skills with attention to detail.
- Good communication skills and ability to work effectively in a team environment.
- Previous experience in quantitative research, machine learning projects, trading competitions, or related internships is advantageous.
Preferred Qualifications
- Experience with machine learning, reinforcement learning, time-series analysis, or quantitative modeling.
- Familiarity with financial markets, futures, equities, or derivatives.
- Experience in high-frequency trading research, statistical arbitrage, or factor modeling is a plus.
- Publications, competition awards, or open-source project contributions are highly regarded.
What We Offer
- Hands-on exposure to real-world quantitative trading and hedge fund strategies.
- Mentorship from experienced quantitative researchers and portfolio managers.
- Opportunity to work with cutting-edge machine learning and reinforcement learning techniques.
We invite qualified candidates to submit their resumes to: alice@morganfund.com