We are a Singapore-based fintech and quantitative trading company building an AI-first platform that automates the entire research-to-execution pipeline. Our mission is to make professional-grade systematic trading accessible through intelligent tooling, robust data infrastructure, and production-ready strategy deployment.
On the trading side, we run a statistically driven, fully systematic approach across US equities and crypto markets. Our edge comes from large-scale data analysis, disciplined backtesting, and high-performance C++ execution systems designed for real capital deployment. We focus heavily on data integrity, microstructure awareness, and realistic modeling of slippage and liquidity.
* Role Overview
We are looking for a sharp, hands-on Quant Research Intern to support research and strategy development across US equities and crypto markets. This is not a purely academic role — preference will be given to candidates who have actually traded live markets and understand real execution, slippage, and market behavior.
You will work closely with our quant and engineering team to research alpha signals, build and test systematic strategies, and help improve our production research pipeline.
* What You’ll Be Doing
Research and develop systematic trading signals for US equities and crypto
Analyze large historical datasets to identify statistically significant edges
Design, backtest, and evaluate trading strategies
Perform feature engineering for intraday and daily strategies
Study market microstructure and liquidity behavior
Assist in improving research infrastructure and data quality
Produce clear research notes and performance summaries
Support live strategy monitoring and post-trade analysis
* Preferred Candidate Profile
We strongly prefer candidates who have actual trading experience (even small personal accounts).
Must-have:
Background in quantitative finance, statistics, mathematics, computer science, or related field
Experience with Python (pandas, numpy, etc.)
Solid understanding of markets (order types, spreads, slippage, etc.)
Familiarity with backtesting concepts and pitfalls (look-ahead bias, survivorship bias)
Strong analytical and statistical thinking
Strong plus:
Personal track record trading US equities and/or crypto
Experience with intraday data
Familiarity with C++ (big plus)
Experience with factor research or signal generation
Understanding of market microstructure
Experience with data cleaning and alignment
* What Will Make You Stand Out
You have blown up or struggled in markets and learned from it
You have built your own backtests (even simple ones)
You understand why most backtests lie
You think in probabilities and distributions, not opinions
You are obsessive about data quality
* Internship Details
Duration: 3–6 months (convertible to full-time)
Work arrangement: Hybrid / Remote flexible
Start: ASAP
Top performers may receive full-time conversion offers.
Kindly note that only shortlisted candidates will be notified.
Related Job Searches:
- Company:
Varsity Holdings - Designation:
Quantitative Research Intern (US Equities & Crypto) - Profession:
Banking / Finance - Industry:
Finance - Location:
Downtown Core