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Quant Developer (Python)-Intern

MORGAN FUND PTE. LTD.

Software EngineeringFresh/entry levelInternshipMarina, Raffles Place, People's Park, Cecil, Singapore

Job Description

Job Description & Requirements 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: [email protected]

Listing closes 5 Dec 2026.

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