Quantitative Research Intern

Quant Blueprint LLC; Singapore; On-site; SGD 16,740 - 33,480; Full time

Job summary

Quant Blueprint LLC in Singapore is offering an internship for a Quantitative Research Intern. This role involves solving trading environment challenges using statistical algorithms and machine learning techniques. Interns will work closely with traders to develop practical solutions and perform detailed market analysis.

Candidates should be pursuing a technical degree, preferably in fields related to quantitative finance or machine learning, and possess proficiency in Python programming. This internship emphasizes mentorship and hands-on experience.

Qualifications

• Pursuing a degree in Statistics, Optimization, Machine Learning, AI, or Quantitative Finance, graduating between Dec 2025 and Aug 2026.
• Strong foundation in statistics.
• Experience with large datasets.

Responsibilities

• Create solutions for trading problems on a trading desk.
• Conduct statistical analysis of market data.
• Use mathematical modeling to identify trading opportunities.

Skills

Python programming

Statistical analysis

Machine learning

Analytical skills

Problem-solving

Education

Bachelor's, Master's or PhD in technical discipline

Tools

Numpy

Pandas

Scikit-learn

Job description

As a Quantitative Research Intern you will have an opportunity to solve challenging problems arising in a trading environment while utilizing the latest statistical scientific algorithms, machine learning techniques and derivatives pricing theory. The teams focus on non‑latency sensitive investment opportunities and multi‑asset class derivatives strategies across geographies. Our teams emphasize cutting‑edge scientific research and collaboration.

How you will make an impact

• Create practical solutions to problems presented in the trading environment on either a systematic equity trading desk or a fixed income options desk.
• Conduct statistical analysis of market data, historical trends, and relationships across multiple asset classes.
• Formulate and apply mathematical modeling, quantitative methods and machine learning techniques to identify and capture trading opportunities.
• Work closely with traders and researchers to build and refine research infrastructure and tools.

What you bring to the team

• Are pursuing a Bachelor's, Master's or PhD in a technical discipline with a focus on Statistics, Optimization, Machine Learning, Artificial Intelligence, Quantitative Finance or related fields graduating between December 2025 and August 2026.
• Proficiency in Python programming using the Python machine learning stack: numpy, pandas, scikit‑learn, etc.
• Proficient programming skills with experience exploring large datasets.
• Strong analytical and problem‑solving skills including a solid foundation of statistics knowledge.
• Working knowledge of probability theory, stochastic calculus and numerical algorithms such as finite difference methods, Monte Carlo simulation, etc.
• Some exposure to Natural Language Processing and/or High‑Performance Computing is a plus.
• Excellent written and verbal communication skills to report research results as well as methodologies.
• Additional bonus if you have been published in a top‑tier journal focusing on Natural Language Processing or High‑Performance Computing.

What to expect during the internship

• Meaningful projects: Each project, advised by a trader, promotes a comprehensive learning experience and provides you with real‑world work experience.
• Community: Throughout the summer, we host a variety of educational, social and team‑building activities to explore the city, foster friendships and camaraderie.
• Mentorship: You'll build a professional relationship with an experienced mentor in your field.
• Education: Complete an options course taught by an experienced trader and a technology immersion course to better understand how technology and trading intersect.