Singapore Quantamental Research Intern ...

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

We are a quantitative investment team dedicated to Fundamental Factor Investing. Unlike high-frequency trading, we focus on identifying long-term drivers of asset returns by combining deep fundamental logic (Macro, Industry, and Financial Statement Analysis) with advanced statistical methods.

We are looking for self-driven interns to join us in digging for alpha in massive financial datasets.

Key Responsibilities

You will work closely with senior researchers to support the entire lifecycle of factor production:

• Clean and normalize complex financial datasets (e.g., Point-in-Time financial reports, analyst consensus).
• Process alternative data sources using NLP or web-scraping techniques (e.g., sentiment analysis of earnings calls or news).
• Assist in standardizing data mapping for US/HK stocks to prepare for global strategy expansion.

Factor Replication & Construction

• Replicate factors from top-tier academic papers (e.g., Journal of Finance) and sell-side quantitative reports.
• Construct proprietary fundamental factors, focusing on Valuation, Quality, Growth, and Momentum.

Performance Analysis

• Conduct rigorous backtesting including IC analysis, group testing, and turnover analysis.
• Visualize factor performance and risk exposures using Python.

Tool Development

• Maintain and optimize internal research tools and dashboards.

Qualifications

Education

Currently pursuing a Master’s or PhD degree (outstanding undergraduates will also be considered) in Finance, Financial Engineering, Computer Science, Statistics, Economics, or related fields.

Technical Skills

• Proficiency in Python (Pandas, NumPy, Scikit-learn) is a must.
• Experience with SQL and database management.
• Familiarity with visualization tools (Matplotlib, Seaborn, or Streamlit).
• Strong understanding of Accounting and Financial Statement Analysis.
• Understanding of basic multi-factor models (e.g., Barra).