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    • Assist in developing quantitative models and trading strategies based on large-scale financial datasets.
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Job Post Details

Quant Developer (Python)-Intern - job post

MORGAN FUND PTE. LTD.
Singapore
$1,000 - $1,800 a month - Internship
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Job details

Pay

  • $1,000 - $1,800 a month

Job type

  • Internship

Location

Singapore

Full 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

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