About the Role
We are looking for a Quantitative Research Intern to work on designing, testing, and refining systematic strategies across global markets. You will explore market data, develop statistical models, and help convert ideas into actionable, data-driven alphas.
What You'll Do
- Collect, clean, and analyze time-series data from financial markets
- Identify and test quantitative signals (momentum, mean-reversion, spreads, etc.)
- Build backtesting frameworks and performance dashboards in Python
- Apply statistical techniques to validate and optimize strategies
- Present findings with clear data visualizations and concise documentation
What We're Looking For
- Strong understanding of statistics, probability, and time-series analysis
- Proficiency in Python (NumPy, Pandas, statsmodels, scikit-learn, matplotlib)
- Ability to structure research from raw data to actionable insight
- Analytical mindset, curiosity, intellectual aptitude and learning agility.
What You'll Gain
- Direct mentorship
- Exposure to multi-asset data and systematic research workflows
- Opportunity to turn your work into real, deployable strategies
