Quantamental Research Intern: Build Factor Models with Python

Firstplus; Singapore; On-site; SGD 20,088 - 31,248; Full time

Job summary

Firstplus is a quantitative investment team dedicated to Fundamental Factor Investing. We seek self-driven interns to explore alpha in massive financial datasets, working closely with senior researchers to support the lifecycle of factor production.

You will clean and normalize complex financial data, process alternative data with NLP or web-scraping, and help standardize data mapping for global strategies.

Qualifications

• Pursuing Master’s or PhD in a relevant field; strong academic record.
• Experience with financial data analysis is a plus.
• Familiarity with multi-factor models preferred.

Responsibilities

• Support the lifecycle of factor production with senior researchers.
• Replicate factors from top academic papers and construct new fundamental factors.
• Conduct backtesting, IC analysis, and turnover analysis; visualize performance in Python.
• Maintain and optimize internal research tools and dashboards.

Skills

Python

SQL

Visualization

Accounting knowledge

Multi-factor models

Education

Master's or PhD in Finance/FE/CS

Tools

SQL

Pandas

NumPy

Scikit-learn

Matplotlib/Seaborn/Streamlit

Job description

Firstplus is a quantitative investment team dedicated to Fundamental Factor Investing. We seek self-driven interns to explore alpha in massive financial datasets, working closely with senior researchers to support the lifecycle of factor production.

You will clean and normalize complex financial data, process alternative data with NLP or web-scraping, and help standardize data mapping for global strategies.