Algorithm Development Intern – Quant & ML Summer

Hudson River Trading; Singapore; On-site; SGD 310,000 - 386,000; Full time

Benefits offered by this job

Signing bonus

Company-paid housing

Meals

Job summary

Hudson River Trading (HRT) invites ambitious undergraduate or master’s students to join its Algorithm Development Summer Internship Program. You will rotate across high- and mid-frequency trading teams and ML groups, applying sophisticated quantitative modeling and building software to enhance trading strategies.

Work alongside experienced researchers, traders, and developers, using Python/C++ on our compute cluster to run simulations, analyze data, and develop predictive market models.

Qualifications

• Full-time undergraduate or master’s student in a quantitative discipline (math, physics, CS, statistics or related).
• Experience programming in Python is a must; C++ is desired for low-latency trading.
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB.
• Passion for applying quantitative models and technology toward solving real-world problems.
• Strong communication skills.

Responsibilities

• Rotate between high- and mid-frequency trading teams and ML teams.
• Collaborate with mentors to apply quantitative modeling and write software to improve trading strategies.
• Perform quantitative research and data analysis using Python/C++ and third-party tools.
• Build predictive models for financial markets using market and non-market data.
• Attend Tech Talks and participate in speakers, trading games, mentorships, and social events.

Skills

Python

C++

Statistics

Machine Learning

Pandas/Numpy

R

MATLAB

Education

Undergraduate or Master’s student in quantitative discipline

Job description

Hudson River Trading (HRT) invites ambitious undergraduate or master’s students to join its Algorithm Development Summer Internship Program. You will rotate across high- and mid-frequency trading teams and ML groups, applying sophisticated quantitative modeling and building software to enhance trading strategies.

Work alongside experienced researchers, traders, and developers, using Python/C++ on our compute cluster to run simulations, analyze data, and develop predictive market models.